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Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser
The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February
Language: en
Pages: 164
Pages: 164
Type: BOOK - Published: 1997-03-20 - Publisher: Springer Science & Business Media
The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February
Language: en
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Type: BOOK - Published: 2008-09-16 - Publisher: Springer Science & Business Media
Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes.
Language: en
Pages: 100
Pages: 100
Type: BOOK - Published: 1997 - Publisher:
Language: en
Pages: 133
Pages: 133
Type: BOOK - Published: 2013-01-17 - Publisher: Springer Science & Business Media
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in p
