01173nam0-2200385-i-450-99000908950040332120100621123009.0978-1-85233-996-8000908950FED01000908950(Aleph)000908950FED0100090895020090911d2008----km-y0itay50------baengGBa---a---001yyStochastic calculus for fractional Brownian motion and applicationsFrancesca Biagini ... [et al.]LondonSpringerc2008XII, 329 p.24 cmProbability and its applicationsFondamenti dei processi stocasticiIntegrali stocasticiCalcolo variazionale stocastico e calcolo di Malliavin519.221itaBiagini,Francesca321758ITUNINARICAUNIMARCBK990009089500403321MAI-60-05523961MA1MA160G0560H0560-H-07Stochastic calculus for fractional Brownian motion and applications785625UNINA