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Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series Ivan Nourdin
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Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series
Ivan Nourdin
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.
132 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 17, 2012 |
| ISBN13 | 9788847028227 |
| Publishers | Springer Verlag |
| Pages | 124 |
| Dimensions | 163 × 242 × 15 mm · 364 g |
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