Selected aspects of fractional Brownian motion
Ivan Nourdin
Preliminaries -- Fractional Brownian Motion -- Integration with Respect to Fractional Brownian Motion -- Supremum of the Fractional Brownian Motion -- Malliavin Calculus in a Nutshell -- Central Limit Theorem on the Wiener Space -- Weak Convergence of Partial Sums of Stationary Sequences -- Non-Commutative Fractional Brownian Motion
ক্যাটাগোরিগুলো:
সাল:
2012
প্রকাশক:
Springer
ভাষা:
english
পৃষ্ঠা:
133
ISBN 10:
884702823X
ISBN 13:
9788847028234
বইয়ের সিরিজ:
Bocconi & Springer series 4
ফাইল:
PDF, 714 KB
IPFS:
,
english, 2012