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Normal Approximations with Malliavin Calculus
Ivan Nourdin, Giovanni Peccati
Hardcover
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• Author(s): Ivan Nourdin | Giovanni Peccati • Publisher: Cambridge University Press • Publisher Imprint: Cambridge University Press • BISAC: Probability & Statistics - GeneralStein's method is a collection of probabilistic techniques that al...
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Selected Aspects of Fractional Brownian Motion
Ivan Nourdin
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• Author(s): Ivan Nourdin • Publisher: Springer • Publisher Imprint: Springer • BISAC: Game TheoryFrom the Back CoverFractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, a...
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