bookLecture notes in mathematicsJan 1, 2008Closed access

Stochastic Calculus for Fractional Brownian Motion and Related Processes

YMYuliya Mishura

Taras Shevchenko National University of Kyiv

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Topics & keywords

Topics
Keywords
  • Mathematics
  • Stochastic calculus
  • Fractional Brownian motion
  • Brownian motion
  • Malliavin calculus
  • Calculus (dental)
  • Geometric Brownian motion
  • Brownian excursion
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