{"product_id":"stochastic-calculus-for-fractional-brownian-francesca-biagini-9781849969949","title":"Stochastic Calculus for Fractional Brownian Motion and Applications","description":"\u003cp\u003eFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study, and it's also what makes this book such an important contribution to the field. The purpose of the text here is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Francesca Biagini, Yaozhong Hu, Bernt ﾘksendal\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1849969949\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781849969949\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/21\/2010\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 330\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.06lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.72d","brand":"Francesca Biagini","offers":[{"title":"Paperback","offer_id":43939004055807,"sku":"9781849969949","price":139.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_2e16be1a-532f-4945-a458-b17fc53d2bed.jpg?v=1681438929","url":"https:\/\/www.whiterainbookhouse.com\/products\/stochastic-calculus-for-fractional-brownian-francesca-biagini-9781849969949","provider":"WR Book House","version":"1.0","type":"link"}