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Télécharger le livre : Fractional Brownian Motion
Oksana Banna , Yuliya Mishura , Kostiantyn Ralchenko , Sergiy Shklyar
Fractional Brownian Motion
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener...
Editeur : Wiley-ISTE
Parution : 2019-04-10

Format(s) : PDF, ePub
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