Fractional Brownian motion : approximations and projections /

This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener...

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Bibliographic Details

Main Authors:	Banna, Oksana (Author), Mishura, I͡Ulii͡a S. (Author), Ralchenko, Kostiantyn (Author), Shklyar, S. V. (Sergiy V.) (Author)
Format:	eBook
Language:	English
Published:	London : Hoboken : ISTE Ltd. ; John Wiley & Sons, Inc., 2019.
Series:	Mathematics and statistics series (ISTE)
Subjects:	Brownian motion processes. Martingales (Mathematics) Electronic books.
Online Access:	Connect to the full text of this electronic book