Stochastic Calculus for Fractional Brownian Motion and Applications

Name: Stochastic Calculus for Fractional Brownian Motion and Applications
Brand: Springer Nature
SKU: 9781852339968
Availability: InStock

Best Price (Coupon Required):
Buy Stochastic Calculus for Fractional Brownian Motion and Applications for $98.10 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
Click “Get Coupon & Buy” to copy the code and unlock the deal.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $109.00 - $109.00

BEST PRICE

Single Product Purchase

$98.10

@ Link.springer.com with extra coupon

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com		$109.00	$109.00		10% OFF This deals requires coupon	$98.10		See Site	In stock	Visit Store

Product Details

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9781852339968

Condition

New

Product Description

Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.

Available Colors

N/A

Available Sizes

N/A