By Bruce West,Mauro Bologna,Paolo Grigolini
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The aim of this e-book is to give a entire account of the several definitions of stochastic integration for fBm, and to provide purposes of the ensuing thought. specific emphasis is put on learning the kinfolk among the several methods. Readers are assumed to be acquainted with likelihood thought and stochastic research, even supposing the mathematical thoughts utilized in the booklet are completely uncovered and a few of the mandatory must haves, comparable to classical white noise idea and fractional calculus, are recalled within the appendices.
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