Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

by Bernt Øksendal (Contributor), Francesca Biagini (Author), Yaozhong Hu (Contributor), Tusheng Zhang (Contributor), Francesca Biagini (Author), Bernt Øksendal (Contributor)

• New

  Paperback
  2010

  $124.64

  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.