Stochastic Calculus for Fractional Brownian Motion and Applications (Softcover reprint of hardcover 1st ed. 2008)
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Stochastic Calculus for Fractional Brownian Motion and Applications
EN USISBN: 9781849969949 bzw. 1849969949, in Englisch, Springer London, Springer London, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, zzgl. Versandkosten, Free Shipping on eligible orders over $25.
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents a natural one-parameter extension of classical Brownian motion therefore it is natural to ask if a shastic calculus for fBm can be developed. This is not obvious, since fBm is neither a semimartingale (except when H = ½), nor a Markov process so the classical mathematical machineries for shastic calculus are not available in the fBm case. Several approaches have been used to develop the concept of shastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of shastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and shastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. Aspects of the book will also be useful in other fields where fBm can be used as a model for applications.
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents a natural one-parameter extension of classical Brownian motion therefore it is natural to ask if a shastic calculus for fBm can be developed. This is not obvious, since fBm is neither a semimartingale (except when H = ½), nor a Markov process so the classical mathematical machineries for shastic calculus are not available in the fBm case. Several approaches have been used to develop the concept of shastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of shastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and shastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. Aspects of the book will also be useful in other fields where fBm can be used as a model for applications.
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Stochastic Calculus for Fractional Brownian Motion and Applications (2010)
EN PB NW RPISBN: 9781849969949 bzw. 1849969949, in Englisch, Springer Okt 2010, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Titel. Neuware - Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents a natural one-parameter extension of classical Brownian motion therefore it is natural to ask if a stochastic calculus for fBm can be developed. This is not obvious, since fBm is neither a semimartingale (except when H = ), nor a Markov process so the classical mathematical machineries for stochastic calculus are not available in the fBm case. Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. Aspects of the book will also be useful in other fields where fBm can be used as a model for applications. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. 330 pp. Englisch.
This item is printed on demand - Print on Demand Titel. Neuware - Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents a natural one-parameter extension of classical Brownian motion therefore it is natural to ask if a stochastic calculus for fBm can be developed. This is not obvious, since fBm is neither a semimartingale (except when H = ), nor a Markov process so the classical mathematical machineries for stochastic calculus are not available in the fBm case. Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. Aspects of the book will also be useful in other fields where fBm can be used as a model for applications. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. 330 pp. Englisch.
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Stochastic Calculus for Fractional Brownian Motion Applications (2014)
EN PB NWISBN: 9781849969949 bzw. 1849969949, in Englisch, SPRINGER VERLAG GMBH 01/08/2014, Taschenbuch, neu.
Von Händler/Antiquariat, Books2Anywhere [190245], Fairford, GLO, United Kingdom.
New Book. This item is printed on demand. Shipped from UK. This item is printed on demand.
New Book. This item is printed on demand. Shipped from UK. This item is printed on demand.
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Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
EN PB USISBN: 9781849969949 bzw. 1849969949, in Englisch, Springer, Taschenbuch, gebraucht.
Von Händler/Antiquariat, Crashing Rocks Books [55397785], Punta Gorda, FL, U.S.A.
1849969949 USED BOOK in good condition| No supplements| Normal wear to cover, edges, spine, corners, and pages | Writing / highlighting | Inventory stickers | Satisfaction guaranteed!
1849969949 USED BOOK in good condition| No supplements| Normal wear to cover, edges, spine, corners, and pages | Writing / highlighting | Inventory stickers | Satisfaction guaranteed!
5
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications) (2010)
EN PB NWISBN: 9781849969949 bzw. 1849969949, in Englisch, 330 Seiten, Springer, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, affordable2015.
The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance., Paperback, Ausgabe: Softcover reprint of hardcover 1st ed. 2008, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2010-12-13, Studio: Springer, Verkaufsrang: 5923863.
Von Händler/Antiquariat, affordable2015.
The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance., Paperback, Ausgabe: Softcover reprint of hardcover 1st ed. 2008, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2010-12-13, Studio: Springer, Verkaufsrang: 5923863.
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