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Stochastic calculus for fractional Brownian motion and related processes/

Mishura, Yuliya S.

Stochastic calculus for fractional Brownian motion and related processes/ Yuliya S. Mishura. - Berlin; New York: Springer-Verlag, c2008. - xvii, 393 p.; 24 cm. - Lecture notes in mathematics; 1929, 0075-8434 . - Lecture notes in mathematics (Springer-Verlag); 1929. .

Includes bibliographical references (p. [369]-389) and index.

ISBN: 3540758720 9783540758723

Subjects--Topical Terms:
Stochastic analysis.
Brownian motion processes--Mathematical models.
Brownian movements--Mathematical models.
Analyse stochastique.
Mouvement brownien, Processus de--Modeles mathematiques.
Mouvement brownien--Modeles mathematiques.

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