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Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series Ivan Nourdin
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Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series
Ivan Nourdin
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.
132 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 17 de octubre de 2012 |
| ISBN13 | 9788847028227 |
| Editores | Springer Verlag |
| Páginas | 124 |
| Dimensiones | 155 × 235 × 13 mm · 385 g |
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