Stochastic Calculus for Fractional Brownian Motion and Applications
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. fBm represents a natural one-parameter extension of classical Brownian motion therefo...
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| Main Authors: | , , , |
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| Format: | Book |
| Language: | English |
| Published: |
Springer
2017
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| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/25958 |
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| Institution: | Vietnam National University, Hanoi |
| Language: | English |