{"product_id":"stochastic-calculus-for-fractional-brownian-francesca-biagini-9781852339968","title":"Stochastic Calculus for Fractional Brownian Motion and Applications","description":"\u003cp\u003eThe purpose of this book 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 1852339969\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781852339968\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/25\/2008\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 330\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.45lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.81d","brand":"Francesca Biagini","offers":[{"title":"Hardcover","offer_id":44159445041407,"sku":"9781852339968","price":139.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_9df617ae-ece8-4d79-8735-a5ca212c969b.jpg?v=1689082647","url":"https:\/\/www.whiterainbookhouse.com\/products\/stochastic-calculus-for-fractional-brownian-francesca-biagini-9781852339968","provider":"WR Book House","version":"1.0","type":"link"}