Mishura, Yuliya S.

Stochastic Calculus for Fractional Brownian Motion and Related Processes [electronic resource] / by Yuliya S. Mishura. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008. - xvii, 393 p. : ill., digital ; 24 cm. - Lecture Notes in Mathematics, 1929 0075-8434 ; .

9783540758730 (electronic bk.) 9783540758723 (paper)


Mathematics.
Game Theory, Economics, Social and Behav. Sciences.
Probability Theory and Stochastic Processes.

530.475