This book explores several aspects of fractional Brownian motion, including the stochastic integration, the study of its supremum and its appearance as limit of partial sums involving stationary sequences.
This book explores several aspects of fractional Brownian motion, including the stochastic integration, the study of its supremum and its appearance a...
This book explores several aspects of fractional Brownian motion, including the stochastic integration, the study of its supremum and its appearance as limit of partial sums involving stationary sequences.
This book explores several aspects of fractional Brownian motion, including the stochastic integration, the study of its supremum and its appearance a...
