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Stochastic Analysis, Stochastic Systems, and Applications to Finance.

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Key Features:This book discusses some frontiers of Gaussian processes analysis and their associated Wick-Ito formula. For the first time, the studies of fractional Brownian motion is put into the framework of fractional white noise multiplication operatorsSome up-to-date treatment is of the...

Persistent link: https://www.econbiz.de/10012689398