3 search results - page 1 / 1 » Stochastic Calculus for Fractional Brownian Motion I. Theory |
SIAMCO
2000
13 years 4 months ago
2000
Book
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
TSP
2011
12 years 11 months ago
2011
Abstract—We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential...