STOCH ANAL, STOCH SYST, & APPL TO FINAN

STOCH ANAL, STOCH SYST, & APPL TO FINAN

Autor: Tsoi Allanus Hak-man, Nualart David, Yin George Gang
Editorial: World Scientific Publishing Company
Fecha de publicación: 2011
ISBN: 9789814355704

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Key Features:
  • This book discusses some frontiers of Gaussian processes analysis and their associated Wick–Ito formula. For the first time, the studies of fractional Brownian motion is put into the framework of fractional white noise multiplication operators
  • Some up-to-date treatment is of the invariance principle of regime-switching diffusion are given in detail

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