LEADER 03635nam 22005775 450 001 996466509203316 005 20200703140815.0 010 $a3-540-75873-9 024 7 $a10.1007/978-3-540-75873-0 035 $a(CKB)1000000000437243 035 $a(SSID)ssj0000320218 035 $a(PQKBManifestationID)11274552 035 $a(PQKBTitleCode)TC0000320218 035 $a(PQKBWorkID)10343644 035 $a(PQKB)10713216 035 $a(DE-He213)978-3-540-75873-0 035 $a(MiAaPQ)EBC3068754 035 $a(PPN)125217803 035 $a(EXLCZ)991000000000437243 100 $a20100301d2008 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic Calculus for Fractional Brownian Motion and Related Processes$b[electronic resource] /$fby Yuliya Mishura 205 $a1st ed. 2008. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2008. 215 $a1 online resource (XVIII, 398 p.) 225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v1929 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-75872-0 320 $aIncludes bibliographical references (p. [369]-389) and index. 327 $aWiener Integration with Respect to Fractional Brownian Motion -- Stochastic Integration with Respect to fBm and Related Topics -- Stochastic Differential Equations Involving Fractional Brownian Motion -- Filtering in Systems with Fractional Brownian Noise -- Financial Applications of Fractional Brownian Motion -- Statistical Inference with Fractional Brownian Motion. 330 $aThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0