Fractional Brownian motion (approximations of fBm) : weak and strong approximations and projections /: weak and strong approximations and projections. (2019)

Record Type:
Book
Title:
Fractional Brownian motion (approximations of fBm) : weak and strong approximations and projections /: weak and strong approximations and projections. (2019)
Main Title:
Fractional Brownian motion (approximations of fBm) : weak and strong approximations and projections
Further Information:
Note: Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko.
Authors:
Banna, Oksana
Mishura, I︠U︡lii︠a︡ S
Ralchenko, Kostiantyn
Contents:
1. Projection of fBm on the Space of Martingales; 2. Distance Between fBm and Subclasses of Gaussian Martingales; 3. Approximation of fBm by Various Classes of Stochastic Processes; Appendix 1. Auxiliary Results from Mathematical, Functional and Stochastic Analysis; Appendix 2. Evaluation of the Chebyshev Center of a Set of Points in the Euclidean Space; Appendix 3. Simulation of fBm.
Edition:
1st
Publisher Details:
London : Wiley-ISTE
Publication Date:
2019
Extent:
1 online resource
Subjects:
530.475
Brownian motion processes
Languages:
English
ISBNs:
9781119610335
Related ISBNs:
9781119610342
Notes:
Note: Description based on CIP data; resource not viewed.
Access Rights:
Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
Access Usage:
Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
View Content:
Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:
British Library HMNTS - ELD.DS.411760
Ingest File:
02_511.xml