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Stochastic calculus for fractional B...

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Mishura, Yuliya.

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Stochastic calculus for fractional Brownian motion and related processes /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic calculus for fractional Brownian motion and related processes // Yuliya S. Mishura.
作者:	Mishura, Yuliya.
出版者:	Berlin :Springer, : c2008.,
面頁冊數:	xvii, 393 p. ;24 cm.
標題:	Brownian motion processes - Mathematical models. -
ISBN:	3540758720 (pbk.)

Stochastic calculus for fractional Brownian motion and related processes /
Mishura, Yuliya.

Stochastic calculus for fractional Brownian motion and related processes /Yuliya S. Mishura. - Berlin :Springer,c2008. - xvii, 393 p. ;24 cm. - Lecture notes in mathematics,19290075-8434 ;. - Lecture notes in mathematics (Springer-Verlag) ;1929..

Includes bibliographical references (p. [369]-389) and index.

ISBN: 3540758720 (pbk.)Subjects--Topical Terms:

836487
Brownian motion processes
--Mathematical models.

Stochastic calculus for fractional Brownian motion and related processes /
LDR:00604nam a2200169 a 45 001 737198
005 20080410
008 080409s2008 gw b 001 0 eng d
020 $a 3540758720 (pbk.)
020 $a 9783540758723 (pbk.) : $c EUR49.95
020 $a 9783540758730 (ebk.)
035 $a AS97T0012
040 $a NDHU $b ENG $c NDHU
100 $a Mishura, Yuliya. $3 836486
245 1 0 $a Stochastic calculus for fractional Brownian motion and related processes / $c Yuliya S. Mishura.
260 $a Berlin : $c c2008. $b Springer,
300 $a xvii, 393 p. ; $c 24 cm.
490 1 $a Lecture notes in mathematics, $x 0075-8434 ; $v 1929
504 $a Includes bibliographical references (p. [369]-389) and index.
650 $a Brownian motion processes $x Mathematical models. $3 836487
650 $a Brownian movements $x Mathematical models. $3 836488
650 $a Stochastic analysis. $3 533923
830 $a Lecture notes in mathematics (Springer-Verlag) ; $v 1929. $3 836489

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