Stochastic calculus for fractional Brownian motion and applications / Francesca Biagini, Yaozhong Hu, Bernt Oksendal ... [et al.]

Auteur principal : Biagini, Francesca, 1973-, AuteurType de document : MonographieCollection : Probability and its applicationsLangue : anglais.Pays: Grande Bretagne.Éditeur : London : Springer, 2008Description : 1 vol. (XII-329 p.) ; 25 cmISBN: 9781852339968.ISSN: 1431-7028.Bibliographie : Bibliogr. p. [309]-320. Index.Sujet MSC : 60-02, Research exposition (monographs, survey articles) pertaining to probability theory
60H05, Probability theory and stochastic processes - Stochastic analysis, Stochastic integrals
60H07, Probability theory and stochastic processes - Stochastic analysis, Stochastic calculus of variations and the Malliavin calculus
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
60H30, Probability theory and stochastic processes - Stochastic analysis, Applications of stochastic analysis (to PDEs, etc.)En-ligne : Springerlink
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Monographie Monographie CMI
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Bibliogr. p. [309]-320. Index

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