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

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

• New

  Paperback
  2010

  $126.29

  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.