Stochastic Calculus for Fractional Brownian Motion and Applications
- 344 pages
- 13 hours of reading
Focusing on stochastic integration for fractional Brownian motion (fBm), this book offers an in-depth exploration of various definitions and their applications. It highlights the interconnections between different methods, providing a thorough understanding of the theoretical framework. The comprehensive account serves both as a reference for researchers and as a resource for those interested in the practical implications of stochastic processes.
