Stochastic calculus for fractional Brownian motion and related processes /
Saved in:
Author / Creator: | Mishura, I︠U︡lii︠a︡ S. |
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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: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11067425 |
Varying Form of Title: | Fractional Brownian motion and related processes |
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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 |
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