Selected Aspects of Fractional Brownian Motion

by Ivan Nourdin

Book Overview

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"