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071010s2008 gw ob 001 0 eng c |
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|z 9783540758723
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|z 9783540848509
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|a 9781281850195 (online)
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|a 9783540758730 (online)
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|a QA274.75
|b .M57 2008
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| 100 |
1 |
|
|a Mishura, I︠U︡lii︠a︡ S.
|
| 245 |
1 |
0 |
|a Stochastic calculus for fractional Brownian motion and related processes
|h [electronic resource] /
|c Yuliya S. Mishura.
|
| 246 |
3 |
0 |
|a Fractional Brownian motion and related processes
|
| 260 |
|
|
|a Berlin ;
|a New York :
|b Springer-Verlag,
|c c2008.
|
| 490 |
1 |
|
|a Lecture notes in mathematics,
|x 0075-8434 ;
|v 1929
|
| 504 |
|
|
|a Includes bibliographical references (p. [369]-389) and index.
|
| 505 |
0 |
|
|a Wiener integration with respect to fractional Brownian motion -- Stochastic integration with respect to fBm and related topics -- Stochastic differential equations involving fractional Brownian motion -- Filtering in systems with fractional Brownian noise -- Financial applications of fractional Brownian motion -- Tactical inference with fractional Brownian motion -- A: Mandelbrot-van Ness representation : some related calculations -- Approximation of beta integrals and estimation of kernels.
|
| 650 |
|
0 |
|a Brownian motion processes
|x Mathematical models.
|
| 650 |
|
0 |
|a Stochastic analysis.
|
| 773 |
0 |
|
|t Springer English/International eBooks 2008 - Full Set
|d Springer Nature
|
| 776 |
1 |
|
|t Stochastic calculus for fractional Brownian motion and related processes /
|w (OCoLC)ocn181090553
|w (DLC)2007939114
|
| 830 |
|
0 |
|a Lecture notes in mathematics (Springer-Verlag) ;
|v 1929.
|
| 856 |
4 |
0 |
|y Access Content Online(from Springer English/International eBooks 2008 - Full Set)
|u https://ezproxy.msu.edu/login?url=https://link.springer.com/10.1007/978-3-540-75873-0
|z Springer English/International eBooks 2008 - Full Set: 2008
|
