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.
3540758720 9783540758723
Stochastic analysis. Brownian motion processes--Mathematical models. Brownian movements--Mathematical models. Analyse stochastique. Mouvement brownien, Processus de--Modeles mathematiques. Mouvement brownien--Modeles mathematiques.