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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
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[分享]Stochastic Calculus for Fractional Brownian motion and related process(1)
16 个回复 - 7834 次查看
Content1 Wiener Integration with Respect to Fractional BrownianMotion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 The Elements of Fractional Calculus . . . . . . . . . ...
2008-9-25 10:41 -
xfoooym
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经济金融数学专区
Stochastic Calculus For Fractional Brownian Motion And Applications (2008)
15 个回复 - 3588 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
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经济金融数学专区
Stochastic Calculus for Fractional Brownian Motion and Applications
2 个回复 - 1804 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
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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 - 1628 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
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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 - 1391 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
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经管书评
Stochastic Models for Fractional Calculus
4 个回复 - 1412 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
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求助成功区
求Parameter estimation and optimal filtering for
fractional
type
stochastic
syst
3 个回复 - 562 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
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求助成功区
[下载]Stochastic Calculus for Fractional Brownian Motion and Applications
22 个回复 - 9921 次查看
<p><br/></p><p>再次推出关于
fractional
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 - 3998 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 - 2719 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
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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 - 688 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
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文献求助专区
STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOTION
1 个回复 - 1788 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
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金融学(理论版)
Representation and Weak Convergence of Stochastic Integrals with Fractional...
0 个回复 - 433 次查看
2004-8-29 14:53 -
行政管理920
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