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Stochastic Calculus for Fractional Brownian Motion and Applications

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In Stock (1002)

£ 131.99

Description

Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance.

Book Details
EAN:
9781849969949
Binding:
Paperback / softback
Dimensions(mm):
157 x 233 x 24
Publication Date:
2010-10-21
Publisher:
Publication Country:
United Kingdom