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Selected Aspects of Fractional Brownian Motion

Selected Aspects of Fractional Brownian Motion

Paperback

Series: Bocconi & Springer, Book 4

General MathematicsProbability & Statistics

ISBN10: 884705849X
ISBN13: 9788847058491
Publisher: Springer Nature
Published: Aug 23 2016
Pages: 124
Weight: 0.44
Height: 0.29 Width: 6.14 Depth: 9.21
Language: English
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.

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