MARC record from Internet Archive

LEADER: 02006cam a22003734a 4500
001 2007939114
003 DLC
005 20120202081416.0
008 071010s2008 gw b 001 0 eng c
010 $a 2007939114
020 $a3540758720 (softcover : alk. paper)
020 $a9783540758723 (softcover : alk. paper)
020 $z9783540758730 (e-ISBN)
020 $z3540758739 (e-ISBN)
035 $a(OCoLC)ocn181090553
040 $aYDXCP$cYDXCP$dBTCTA$dBAKER$dOHX$dOSU$dBUF$dMUU$dTJC$dCDX$dMUQ$dVOD$dIQU$dAU@$dMTG$dDLC
042 $apcc
050 00 $aQA274.75$b.M57 2008
082 00 $a530.4/750151922$223
084 $a60G15$a60G44$a60G60$a60H05$a60H07$a60H10$a60H40$a91B24$a91B28$2msc
100 1 $aMishura, I︠U︡lii︠a︡ S.
245 10 $aStochastic calculus for fractional Brownian motion and related processes /$cYuliya S. Mishura.
246 30 $aFractional Brownian motion and related processes
260 $aBerlin ;$aNew York :$bSpringer-Verlag,$cc2008.
300 $axvii, 393 p. ;$c24 cm.
490 1 $aLecture notes in mathematics,$x0075-8434 ;$v1929
504 $aIncludes bibliographical references (p. [369]-389) and index.
505 0 $aWiener integration with respect to fractional Brownian motion -- Stochastic integration with respect to fBm and related topics -- Stochastic differential equations involving fractional Brownian motion -- Filtering in systems with fractional Brownian noise -- Financial applications of fractional Brownian motion -- Tactical inference with fractional Brownian motion -- A: Mandelbrot-van Ness representation : some related calculations -- Approximation of beta integrals and estimation of kernels.
650 0 $aBrownian motion processes$xMathematical models.
650 0 $aStochastic analysis.
650 6 $aAnalyse stochastique.
650 6 $aMouvement brownien, Processus de$xModèles mathématiques.
650 6 $aMouvement brownien$xModèles mathématiques.
830 0 $aLecture notes in mathematics (Springer-Verlag) ;$v1929.