By Mark J. Ablowitz,Athanassios S. Fokas
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The aim of this e-book is to give a accomplished account of the several definitions of stochastic integration for fBm, and to offer functions of the ensuing thought. specific emphasis is put on learning the kinfolk among different ways. Readers are assumed to be accustomed to chance idea and stochastic research, even if the mathematical innovations utilized in the e-book are completely uncovered and a few of the mandatory necessities, resembling classical white noise conception and fractional calculus, are recalled within the appendices.
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