Stochastic Calculus for Fractional Brownian Motion and Applications 豆 0.0分

资源最后更新于 2020-11-21 02:17:56

作者：Francesca Biagini

出版社：Springer

出版日期：2008-01

ISBN：9781852339968

文件格式： pdf

标签： Stochastics Finance 金融数学 Mathematics 随机分析 数学 投资 ~

简介· · · · · ·

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 tec...