Selected Aspects of Fractional Brownian Motion (Bocconi & Springer) Book PDF, ePub eBook

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Book Descriptions:
This book explores several aspects of fractional Brownian motion, including the stochastic integration, the study of its supremum and its appearance as limit of partial sums involving stationary sequences.

Selected Aspects of Fractional Brownian Motion (Bocconi & Springer) by Ivan Nourdin

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