Selected Aspects of Fractional Brownian Motion
Autor: | Nourdin, Ivan |
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EAN: | 9788847028227 |
Sachgruppe: | Mathematik |
Sprache: | Englisch |
Seitenzahl: | 136 |
Produktart: | Gebunden |
Veröffentlichungsdatum: | 17.10.2012 |
Schlagworte: | Finanzmathematik Mathematik / Finanzmathematik Wahrscheinlichkeit - Wahrscheinlichkeitstheorie |
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Except for very few exception, every result stated in this book is proved in details: the book is then perfectly tailored for self-learningMy guiding thread was to develop only the most aesthetic topics related to fractional Brownian motion: the book will appeal to readers who are not necessarily familiar with fractional Brownian motion and who like beautiful mathematicsA special chapter on a recent link between fractional Brownian motion and free probability introduces the reader to a new and promising line of researchIncludes supplementary material: sn.pub/extrasIncludes supplementary material: sn.pub/extras