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Stochastic Calculus for Fractional Brownian Motion and Applications W. Vogel & M. Büttner GmbH hinsichtlich charakteristischer Verfahrenseigenschaften bzw
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hinsichtlich charakteristischer Verfahrenseigenschaften bzw
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Stochastic Calculus for Fractional Brownian Motion and Applications W. Vogel & M. Büttner GmbH hinsichtlich charakteristischer Verfahrenseigenschaften bzwFractional 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. Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of
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