Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series - Ivan Nourdin - Books - Springer Verlag - 9788847058491 - August 23, 2016
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Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series Softcover reprint of the original 1st ed. 2012 edition

Ivan Nourdin

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Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series Softcover reprint of the original 1st ed. 2012 edition

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.


124 pages, XII, 124 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 23, 2016
ISBN13 9788847058491
Publishers Springer Verlag
Pages 124
Dimensions 199 g