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Stochastic calculus for fractional Brownian motion and applications
| Autores principales: | , , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2005
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-1-84628-797-8 http://cds.cern.ch/record/1251464 |
| _version_ | 1780919690861740032 |
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| author | Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zhang, Tusheng |
| author_facet | Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zhang, Tusheng |
| author_sort | Biagini, Francesca |
| collection | CERN |
| id | cern-1251464 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2005 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-12514642021-04-22T01:26:39Zdoi:10.1007/978-1-84628-797-8http://cds.cern.ch/record/1251464engBiagini, FrancescaHu, YaozhongOksendal, BerntZhang, TushengStochastic calculus for fractional Brownian motion and applicationsMathematical Physics and MathematicsSpringeroai:cds.cern.ch:12514642005 |
| spellingShingle | Mathematical Physics and Mathematics Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zhang, Tusheng Stochastic calculus for fractional Brownian motion and applications |
| title | Stochastic calculus for fractional Brownian motion and applications |
| title_full | Stochastic calculus for fractional Brownian motion and applications |
| title_fullStr | Stochastic calculus for fractional Brownian motion and applications |
| title_full_unstemmed | Stochastic calculus for fractional Brownian motion and applications |
| title_short | Stochastic calculus for fractional Brownian motion and applications |
| title_sort | stochastic calculus for fractional brownian motion and applications |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-1-84628-797-8 http://cds.cern.ch/record/1251464 |
| work_keys_str_mv | AT biaginifrancesca stochasticcalculusforfractionalbrownianmotionandapplications AT huyaozhong stochasticcalculusforfractionalbrownianmotionandapplications AT oksendalbernt stochasticcalculusforfractionalbrownianmotionandapplications AT zhangtusheng stochasticcalculusforfractionalbrownianmotionandapplications |