LIBROS DEL AUTOR: yaozhong hu

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  • Stochastic Calculus for Fractional Brownian Motion and Applications
    Bernt Oksendal / Francesca Biagini / Yaozhong Hu
    The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, al...
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