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- 2007939114 alternative "Fractional Brownian motion and related processes".
- 2007939114 contributor B11067456.
- 2007939114 created "c2008.".
- 2007939114 date "2008".
- 2007939114 date "c2008.".
- 2007939114 dateCopyrighted "c2008.".
- 2007939114 description "Includes bibliographical references (p. [369]-389) and index.".
- 2007939114 description "Wiener 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 -- Tactical inference with fractional Brownian motion -- A: Mandelbrot-van Ness representation : some related calculations -- Approximation of beta integrals and estimation of kernels.".
- 2007939114 extent "xvii, 393 p. ;".
- 2007939114 identifier "3540758720 (softcover : alk. paper)".
- 2007939114 identifier "9783540758723 (softcover : alk. paper)".
- 2007939114 isPartOf "Lecture notes in mathematics (Springer-Verlag) ; 1929.".
- 2007939114 isPartOf "Lecture notes in mathematics, 0075-8434 ; 1929".
- 2007939114 issued "2008".
- 2007939114 issued "c2008.".
- 2007939114 language "eng".
- 2007939114 publisher "Berlin ; New York : Springer-Verlag,".
- 2007939114 subject "530.4/750151922 23".
- 2007939114 subject "Analyse stochastique.".
- 2007939114 subject "Brownian motion processes Mathematical models.".
- 2007939114 subject "Mouvement brownien Modèles mathématiques.".
- 2007939114 subject "Mouvement brownien, Processus de Modèles mathématiques.".
- 2007939114 subject "QA274.75 .M57 2008".
- 2007939114 subject "Stochastic analysis.".
- 2007939114 tableOfContents "Wiener 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 -- Tactical inference with fractional Brownian motion -- A: Mandelbrot-van Ness representation : some related calculations -- Approximation of beta integrals and estimation of kernels.".
- 2007939114 title "Fractional Brownian motion and related processes".
- 2007939114 title "Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura.".
- 2007939114 type "text".