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Title Selected aspects of fractional Brownian motion [electronic resource] / Ivan Nourdin.
Publication Info. Milan ; New York : Springer ; [S.l.] : Bocconi University Press, c2012.

Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOKS-DDA    AVAIL. ONLINE
Description 1 online resource.
Series Bocconi & Springer series.
Contents Preliminaries -- Fractional Brownian Motion -- Integration with Respect to Fractional Brownian Motion -- Supremum of the Fractional Brownian Motion -- Malliavin Calculus in a Nutshell -- Central Limit Theorem on the Wiener Space -- Weak Convergence of Partial Sums of Stationary Sequences -- Non-Commutative Fractional Brownian Motion.
Bibliography Includes bibliographical references and index.
Reproduction Electronic reproduction. Perth, W.A. Available via World Wide Web.
Subject Brownian motion processes.
Fractional calculus.
Distribution (Probability theory).
Probability Theory and Stochastic Processes.
Quantitative Finance.
Added Author Ebooks Corporation
ISBN 9788847028234 (electronic bk.)
884702823X (electronic bk.)
OCLC # EBC1083493
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