Powered by Lingsoft® Search Expander  | |
RSSStochastic Calculus for Fractional Brownian Motion and Applications | ||||||||||||||||||
 |
| |||||||||||||||||
| ||||||||||||||||||
 | | | ||||||||||||||||
| Table of contents I. Fractional Brownian motion 1. Intrinsic properties of the fractional Brownian motion II. Stochastic calculus 2. Wiener and divergence-type integrals for fractional Brownian motion 3. Fractional Wick Itô Skorohod (fWIS) integrals for fBm of Hurst index H >1/2 4. WickItô Skorohod (WIS) integrals for fractional Brownian motion 5. Pathwise integrals for fractional Brownian motion 6. A useful summary III. Applications of stochastic calculus 7. Fractional Brownian motion in finance 8. Stochastic partial differential equations driven by fractional Brownian fields 9. Stochastic optimal control and applications 10. Local time for fractional Brownian motion DRM-restrictions Printing: not available Clipboard copying: not available | ||||||||||||||||||
| Emme toimita kirjojen mukana mahdollisesti tulevaa lisämateriaalia (esim. CD- tai DVD-levyjä). | ||||||||||||||||||
|
|
Lisää aiheesta
