$Stochastic calculus for fractional Brownian motion and related processes /$

Stochastic calculus for fractional Brownian motion and related processes /

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Bibliographic Details
Author / Creator:	Mishura, I︠U︡lii︠a︡ S.
Imprint:	Berlin ; New York : Springer-Verlag, ©2008.
Description:	1 online resource (xvii, 393 pages).
Language:	English
Series:	Lecture notes in mathematics, 0075-8434 ; 1929 Lecture notes in mathematics (Springer-Verlag) ; 1929.
Subject:	Brownian motion processes -- Mathematical models. Stochastic analysis. Stochastic analysis.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11067425

Hidden Bibliographic Details
Varying Form of Title:	Fractional Brownian motion and related processes
ISBN:	9783540758730 3540758739 3540758720 9783540758723
Notes:	Includes bibliographical references (pages 369-389) and index. Print version record.
Other form:	Print version: Mishura, I︠U︡lii︠a︡ S. Stochastic calculus for fractional Brownian motion and related processes. Berlin ; New York : Springer-Verlag, ©2008 3540758720