All ebooks by Ivan Nourdin in EPUB

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Add to my wish list Selected Aspects of Fractional Brownian Motion 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. As a centered Gaussian process, it is characterized by the stationarity of its increments... Publication date: 2013-01-17 Format: ePub Publisher: Springer Collection: Bocconi & Springer Series Add to basket £119,50

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Selected Aspects of Fractional Brownian Motion

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. As a centered Gaussian process, it is characterized by the stationarity of its increments...

Publication date: 2013-01-17

Format: ePub

Publisher: Springer

Collection: Bocconi & Springer Series

Add to basket

£119,50

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