LEADER 01873nam0 2200421 i 450 001 VAN0065597 005 20211117092439.277 010 $a978-35-407-5872-3 100 $a20080919d2008 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aStochastic calculus for fractional Brownian motion and related processes$fYuliya S. Mishura 210 $aBerlin$cSpringer$d2008 215 $aXVII, 393 p.$d24 cm 300 $aPubblicazione disponibile anche in formato elettronico 461 1$1001VAN0102250$12001 $aLecture notes in mathematics$1210 $aBerlin [etc.]$cSpringer$v1929 500 1$3VAN0234593$aStochastic calculus for fractional Brownian motion and related processes$9230627 606 $a60Hxx$xStochastic analysis [MSC 2020]$3VANC019765$2MF 606 $a60Gxx$xStochastic processes [MSC 2020]$3VANC020000$2MF 610 $aFinancial markets$9KW:K 610 $aFractional Brownian motion$9KW:K 610 $aMaxima$9KW:K 610 $aProbability Theory$9KW:K 610 $aStatistical inference$9KW:K 610 $aStochastic Calculus$9KW:K 610 $aStochastic differential equations$9KW:K 610 $aStochastic integration$9KW:K 620 $dBerlin$3VANL000066 700 1$aMishura$bYuliya S.$3VANV052172$0313976 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-540-75873-0$zhttps://doi.org/10.1007/978-3-540-75873-0 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $aVAN0065597 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 60-XX 2805 $e08 8192 I 20081201 996 $aStochastic calculus for fractional Brownian motion and related processes$9230627 997 $aUNICAMPANIA