3 search results - page 1 / 1 » Stochastic Calculus for Fractional Brownian Motion I. Theory |
SIAMCO
2000
13 years 10 months ago
2000
110
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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
13 years 5 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...