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Stochastic Calculus for Fractional Brownian Motion and Applications

20081,068 citationsBook

Authors

Francesca Biagini

Yaozhong Hu · University of Kansas

Bernt Øksendal · University of Oslo

Tusheng Zhang · University of Manchester

Topics & Keywords

Stochastic processes and financial applications

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Probability and its applications

DOI: 10.1007/978-1-84628-797-8

Field-Weighted Citation Impact: 31.07

Stochastic Calculus for Fractional Brownian Motion and Applications | Researchclopedia