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Stochastic Calculus for Fractional Brownian Motion and Related Processes

2008903 citationsBook

Authors

Yuliya Mishura · Taras Shevchenko National University of Kyiv

Topics & Keywords

Stochastic processes and financial applications Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Lecture notes in mathematics

DOI: 10.1007/978-3-540-75873-0

Field-Weighted Citation Impact: 20.88

Stochastic Calculus for Fractional Brownian Motion and Related Processes | Researchclopedia