01963nam0 2200433 i 450 VAN0006559720250512121443.683978-35-407-5872-320080919d2008 |0itac50 baengDE|||| |||||Stochastic calculus for fractional Brownian motion and related processesYuliya S. MishuraBerlinSpringer2008XVII, 393 p.24 cmPubblicazione disponibile anche in formato elettronico001VAN001022502001 Lecture notes in mathematics210 Berlin [etc.]Springer1929VAN00234593Stochastic calculus for fractional Brownian motion and related processes23062760GxxStochastic processes [MSC 2020]VANC020000MF60HxxStochastic analysis [MSC 2020]VANC019765MFFinancial marketsKW:KFractional Brownian motionKW:KMaximaKW:KProbability TheoryKW:KStatistical inferenceKW:KStochastic CalculusKW:KStochastic differential equationsKW:KStochastic integrationKW:KBerlinVANL000066MishuraYuliya S.VANV052172313976Springer <editore>VANV108073650ITSOL20250912RICA/sebina/repository/catalogazione/documenti/ID 65597.pdfID 65597.pdfhttps://doi.org/10.1007/978-3-540-75873-0https://doi.org/10.1007/978-3-540-75873-0BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN00065597BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 2805 08 8192 I 20081201 Stochastic calculus for fractional Brownian motion and related processes230627UNICAMPANIA