The Resource Fractional Brownian Motion, Banna, Oksana

Fractional Brownian Motion, Banna, Oksana

Label
Fractional Brownian Motion
Title
Fractional Brownian Motion
Statement of responsibility
Banna, Oksana
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener process. It is proved that there exists a unique martingale closest to fBm in the uniform integral norm. Numerical results concerning the approximation problem are given. The upper bounds of distances from fBm to the different subspaces of Gaussian martingales are evaluated and the numerical calculations are involved. The approximations of fBm by a uniformly convergent series of Lebesgue integrals, semimartingales and absolutely continuous processes are presented. As auxiliary but interesting results, the bounds from below and from above for the coefficient appearing in the representation of fBm via the Wiener process are established and some new inequalities for Gamma functions, and even for trigonometric functions, are obtained
Member of
Cataloging source
AU@
http://library.link/vocab/creatorName
Banna, Oksana
Index
no index present
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Mishura, Yuliya
  • Ralchenko, Kostiantyn
  • Shklyar, Sergiy
  • Safari, an O'Reilly Media Company
http://library.link/vocab/subjectName
  • Brownian motion processes
  • Martingales (Mathematics)
  • Brownian motion processes
  • Martingales (Mathematics)
Label
Fractional Brownian Motion, Banna, Oksana
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
1162607323
Dimensions
unknown
Edition
1st edition.
Extent
1 online resource (288 pages)
Form of item
online
Issuing body
Made available through: Safari, an O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
9781786302601
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)1162607323
Label
Fractional Brownian Motion, Banna, Oksana
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
1162607323
Dimensions
unknown
Edition
1st edition.
Extent
1 online resource (288 pages)
Form of item
online
Issuing body
Made available through: Safari, an O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
9781786302601
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)1162607323

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
    • Engineering Library & Technology CommonsBorrow it
      W2001 Lafferre Hall, Columbia, MO, 65211, US
      38.946102 -92.330125
Processing Feedback ...