English
Stochastic Calculus for Fractional Brownian Motion and Applications
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Intrinsic properties of the fractional Brownian motion
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Altmetric BadgeChapter 2 Wiener and divergence-type integrals for fractional Brownian motion
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Altmetric BadgeChapter 3 Fractional Wick Itô Skorohod (fWIS) integrals for fBm of Hurst index H >1/2
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Altmetric BadgeChapter 4 WickItô Skorohod (WIS) integrals for fractional Brownian motion
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Altmetric BadgeChapter 5 Pathwise integrals for fractional Brownian motion
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Altmetric BadgeChapter 6 A useful summary
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Altmetric BadgeChapter 7 Fractional Brownian motion in finance
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Altmetric BadgeChapter 8 Stochastic partial differential equations driven by fractional Brownian fields
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Altmetric BadgeChapter 9 Stochastic optimal control and applications
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Altmetric BadgeChapter 10 Local time for fractional Brownian motion