结果:找到“fractional stochastic”相关内容13个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
[分享]Stochastic Calculus for Fractional Brownian motion and related process(1)
16 个回复 - 7803 次查看 Content1 Wiener Integration with Respect to Fractional BrownianMotion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 The Elements of Fractional Calculus . . . . . . . . . ...2008-9-25 10:41 - xfoooym - 经济金融数学专区
Stochastic Calculus For Fractional Brownian Motion And Applications (2008)
15 个回复 - 3550 次查看 随机分析与分数次布朗运动,主要运用于金融,期权定价~~~ 欢迎大家讨论分数阶布朗运动的东东!2010-7-25 03:43 - jsjiangsj - 经济金融数学专区
Stochastic Calculus for Fractional Brownian Motion and Applications
2 个回复 - 1703 次查看 Stochastic Calculus for Fractional Brownian Motion and Applications Authors: [*]Francesca Biagini, [*]Yaozhong Hu, [*]Bernt Øksendal, [*]Tusheng Zhang [*]The first book t ...2015-3-1 04:26 - SleepyTom - 金融工程(数量金融)与金融衍生品
Stochastic Calculus for Fractional Brownian Motion and Related Processes
2 个回复 - 1547 次查看 Stochastic Calculus for Fractional Brownian Motion and Related Processes by Mishura, Yuliya The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. ...2015-3-1 04:29 - SleepyTom - 金融工程(数量金融)与金融衍生品
Stochastic Analysis of Mixed Fractional Gaussian Processes
24 个回复 - 1310 次查看 ISTE Press - Elsevier | 2018 | ISBN 9781785482458 | 205 pages | PDF **** 本内容被作者隐藏 ****2018-11-14 11:07 - igs816 - 经管书评
Stochastic Models for Fractional Calculus
4 个回复 - 1401 次查看 【作者(必填)】Mark M. Meerschaert and Alla Sikorskii 【文题(必填)】Stochastic Models for Fractional Calculus 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://doi.org/10.1515/9783110560244 ...2022-4-30 23:52 - yuanying566 - 求助成功区
求Parameter estimation and optimal filtering for fractional type stochastic syst
3 个回复 - 551 次查看 【作者(必填)】M. L. Kleptsyna, A. Le Breton, M. C. Roubaud, 【文题(必填)】Parameter estimation and optimal filteringfor fractional type stochastic systems. 【年份(必填)】2000 【全文链接或数 ...2016-5-23 11:11 - weilinhy - 求助成功区
[下载]Stochastic Calculus for Fractional Brownian Motion and Applications
22 个回复 - 9864 次查看 <p><br/></p><p>再次推出关于fractional&nbsp;Brownian motion方面的书籍,由于得来不太容易,所以...</p><p>关于我以前推荐的关于fractional brownian motion方面的书籍,见下面的链接 ...2008-10-28 14:37 - xfoooym - 经济金融数学专区
Stochastic Calculus for Fractional Brownian motion and related process(2)
5 个回复 - 3963 次查看 <p><br/><br/><br/><br/></p><p>降价了!!</p> [此贴子已经被作者于2008-10-28 14:21:25编辑过]2008-9-25 10:44 - xfoooym - 经济金融数学专区
[分享]Stochastic Calculus for Fractional Brownian Motion and Applications
3 个回复 - 2694 次查看 [此贴子已经被angelboy于2008-8-14 11:24:04编辑过]2008-8-4 17:12 - cquzzm - 计量经济学与统计软件
求外文ESTIMATION OF GEOMETRIC FRACTIONAL BROWNIAN MOTION PERTURBED BY STOCHASTIC
1 个回复 - 677 次查看 【作者(必填)】Alhagyan, Mohammed; Misiran, Masnita; Omar, Zurni. 【文题(必填)】ESTIMATION OF GEOMETRIC FRACTIONAL BROWNIAN MOTION PERTURBED BY STOCHASTIC VOLATILITY MODEL 【年份(必填)】2016 【 ...2016-7-5 11:00 - weilinhy - 文献求助专区
STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOTION
1 个回复 - 1772 次查看 有关分数布朗运动随机积分非常棒的文章,希望对感兴趣的朋友有点帮助!2010-10-9 11:17 - ycp_2012 - 金融学(理论版)