Selected Aspects of Fractional Brownian Motion

by Ivan Nourdin

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1. Preliminaries.- 2. Fractional Brownian motion.- 3. Integration with respect to fractional Brownian motion.- 4. Supremum of the fractional Brownian motion.- 5. Malliavin calculus in a nutshell.- 6. Central limit theorem on the Wiener space.- 7. Weak convergence of partial sums of stationary sequences.- 8. Non-commutative fractional Brownian motion.

Format:Paperback

Language:English

ISBN:884705849X

ISBN13:9788847058491

Release Date:August 2016

Publisher:Springer

Length:124 Pages

Weight:0.44 lbs.

Dimensions:0.3" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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Selected Aspects of Fractional Brownian Motion

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