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Product Details 基本信息 ISBN-13 书号 9789814525657 Author 作者 Ayache Antoine Format 版本 精装 Pages Number 页数 250页 Publication Date 出版日期 2018-10-10 Language 语种 英语 Book Contents 内容简介 Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments. In 1940, some works of Kolmogorov on turbulence led him to introduce this quite natural extension of Brownian Motion, which, in contrast with the latter, has correlated increments. However, the denomination FBM is due to a very famous article by Mandelbrot and Van Ness, published in 1968.
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