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: | Zhang, T., Biagini, F., Hu, Y., Øksendal, B. |
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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 |
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