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£120.99

Wiley Generalized Fractional Brownian Motion (ISTE Invoiced)

Name: Generalized Fractional Brownian Motion (ISTE Invoiced)
Brand: Wiley
Price: 120.99 GBP
Availability: InStock

RKC2073489810

Applied Mathematics

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Description

This comprehensive book establishes the Zili generalized fractional Brownian motion (ZgfBm) as a powerful new foundation in the mathematical theory of stochastic processes. Generalized Fractional Brownian Motion provides the first rigorous and systematic stochastic analysis of the ZgfBm, a versatile Gaussian process that uniquely extends both the classic fractional Brownian motion with stationary increments and the sub-fractional Brownian motion with nonstationary increments. Defined by three tunable parameters, the ZgfBm offers unprecedented flexibility for modeling complex phenomena across diverse fields, overcoming the limitations of single-parameter models. The book carefully builds from foundational Gaussian theory and key fractional processes to advanced topics, including a complete methodology for parameter estimation, the development of a rigorous stochastic calculus with generalized Itô formulas and an investigation into the regularity of solutions to stochastic heat equations. This essential resource provides researchers, practitioners and graduate students with a unified and in-depth perspective on advanced fractional Gaussian processes.

Product Specifications

Brand: Wiley
Model: RKC2073489810
Format: hardcover
ASIN: 1786309637
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 20 February 2026
Listed Since: 23 January 2026

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Wiley Generalized Fractional Brownian Motion (ISTE Invoiced)

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