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Stochastic Calculus for Fractional B...

?ksendal, Bernt.

Stochastic Calculus for Fractional Brownian Motion and Applications /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic Calculus for Fractional Brownian Motion and Applications /by Francesca Biagini, Yaozhong Hu, Bernt ?ksendal, Tusheng Zhang.
other author:	?ksendal, Bernt.
Published:	London :Springer-Verlag London Limited,2008.
Description:	xii, 329 p. :ill., digital ;25 cm.
Series:	Probability and Its Applications,
Contained By:	Springer eBooks
Subject:	Stochastic analysis.
Online resource:	http://dx.doi.org/10.1007/978-1-84628-797-8
ISBN:	9781846287978 (electronic bk.)

Stochastic Calculus for Fractional Brownian Motion and Applications /
Stochastic Calculus for Fractional Brownian Motion and Applications /[electronic resource] /by Francesca Biagini, Yaozhong Hu, Bernt ?ksendal, Tusheng Zhang. - London :Springer-Verlag London Limited,2008. - xii, 329 p. :ill., digital ;25 cm. - Probability and Its Applications,1431-7028.

ISBN: 9781846287978 (electronic bk.)Subjects--Topical Terms:

183332
Stochastic analysis.

LC Class. No.: QA274.2 / .S75 2008

Dewey Class. No.: 519.2

Stochastic Calculus for Fractional Brownian Motion and Applications /
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245 0 0 $a Stochastic Calculus for Fractional Brownian Motion and Applications / $c by Francesca Biagini, Yaozhong Hu, Bernt ?ksendal, Tusheng Zhang. $h [electronic resource] /
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300 $a xii, 329 p. : $b ill., digital ; $c 25 cm.
440 0 $a Probability and Its Applications, $x 1431-7028
650 # 0 $a Stochastic analysis. $3 183332
650 # 0 $a Brownian motion processes. $3 183837
650 # 0 $a Mathematics. $3 184409
650 # 0 $a Applications of Mathematics. $3 273744
650 # 0 $a Probability Theory and Stochastic Processes. $3 274061
650 # 0 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 274062
700 0 # $a ?ksendal, Bernt. $3 276672
700 0 # $a Zhang, Tusheng. $3 276673
700 0 # $a Biagini, Francesca. $3 276670
700 0 # $a Hu, Yaozhong. $3 276671
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950 $a Mathematics and Statistics (Springer-11649; ZDB-2-SMA)