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Synopsis
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study, and it's also what makes this book such an important contribution to the field. The purpose of the text here 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. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.
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Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
Edité par
Springer, 2008
ISBN 10 : 1852339969
ISBN 13 : 9781852339968
Ancien ou d'occasion
Couverture rigide
Vendeur : Lavendier Books, Foster, RI, Etats-Unis
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hardcover. Etat : As New. Springer Verlag; London, 2008. Hardcover. A Near Fine, binding firm, book appears unread, trace handling/scuff marks to boards, slightly bumped bottom board corners, without Dust wrapper. A nice, clean and unmarked copy. 8vo[octavo or approx. 6 x 9 inches], 329pp., references, indexed. We pack securely and ship daily with delivery confirmation on every book. The picture on the listing page is of the actual book for sale. Additional Scan(s) are available for any item, please inquire.Please note: Oversized books/sets MAY require additional postage then what is quoted for 2.2lb book. N° de réf. du vendeur SKU1037382
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Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
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Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
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Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9781852339968_new
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Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
Vendeur : BennettBooksLtd, San Diego, NV, Etats-Unis
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hardcover. Etat : New. In shrink wrap. Looks like an interesting title! N° de réf. du vendeur Q-1852339969
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Stochastic Calculus for Fractional Brownian Motion and Applications
Edité par
Springer Nature Singapore Feb 2008, 2008
ISBN 10 : 1852339969
ISBN 13 : 9781852339968
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for fBm. 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. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. 330 pp. Englisch. N° de réf. du vendeur 9781852339968
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Stochastic Calculus for Fractional Brownian Motion and Applications
impression à la demandeVendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The first book to compare the different frameworks and methods of stochastic integration for fBm. It also discusses the applications of the resulting theory.Written by leading contributors to the field.Fractional Brownian motion (fB. N° de réf. du vendeur 4289902
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Stochastic Calculus for Fractional Brownian Motion and Applications
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 344. N° de réf. du vendeur 26482067
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Stochastic Calculus for Fractional Brownian Motion and Applications
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 344 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. N° de réf. du vendeur 7398604
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Stochastic Calculus for Fractional Brownian Motion and Applications
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for fBm. 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. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. N° de réf. du vendeur 9781852339968
Quantité disponible : 2 disponible(s)