Posted by **libr** at May 4, 2017

English | 2011 | ISBN: 0199654107 | ISBN-13: 9780199654109 | 336 pages | PDF | 1,6 MB

Posted by **AvaxGenius** at April 3, 2017

English | PDF | 2008 | 411 Pages | ISBN : 3540758720 | 4.49 MB

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field.

Posted by **Nice_smile)** at Feb. 15, 2017

English | 2009 | ISBN: 082184282X | 193 Pages | PDF | 974.38 KB

Posted by **Underaglassmoon** at Jan. 11, 2017

Cambridge | English | November 2016 | ISBN-10: 1107160499 | 210 pages | PDF | 2.50 mb

by Anton Bovier (Author)

Posted by **interes** at Dec. 18, 2016

English | 2012 | ISBN: 3110278898 | 396 pages | PDF | 12 MB

Posted by **Underaglassmoon** at June 19, 2016

Springer | Graduate Texts in Mathematics | April 29 2016 | ISBN-10: 3319310887 | 273 pages | pdf | 2.32 mb

Authors: Le Gall, Jean-FranÃ§ois

Presents major applications of stochastic calculus to Brownian motion and related stochastic processes

Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

Posted by **step778** at March 16, 2016

2005 | pages: 443 | ISBN: 0387220267 | PDF | 16 mb

Posted by **happy4all** at Feb. 9, 2016

2014 | 195 Pages | ISBN: 3319078747 | PDF | 2 MB

Posted by **tanas.olesya** at Aug. 22, 2015

English | 23 Aug. 2005 | ISBN: 0387220267 | 448 Pages | PDF | 6 MB

The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it.

Posted by **insetes** at Aug. 11, 2015

2014 | 195 Pages | ISBN: 3319078747 | PDF | 2 MB