E-book
Selected Aspects of Fractional Brownian Motion [electronic resource] / by Ivan Nourdin.
Record details
- ISBN: 9788847028234
- Physical Description: X, 122 p. online resource.
- Publisher: Milano : Springer Milan : 2012.
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| Subject: | Mathematics. Finance. Distribution (Probability theory). Mathematics. Probability Theory and Stochastic Processes. Quantitative Finance. |
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Electronic resources
| 1. Preliminaries | ||
| 2. Fractional Brownian motion | ||
| 3. Integration with respect to fractional Brownian motion | ||
| 4. Supremum of the fractional Brownian motion | ||
| 5. Malliavin calculus in a nutshell | ||
| 6. Central limit theorem on the Wiener space | ||
| 7. Weak convergence of partial sums of stationary sequences | ||
| 8. Non-commutative fractional Brownian motion. |
