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Integral transformations and anticipative calculus for fractional Brownian motions /
Introduction Representations Induced transformation I Approximation Induced transformation II Stochastic calculus of variation Stochastic integration Nonlinear translation (Absolute continuity) Conditional expectation Integration by parts Composition (Ito formula) Clark type representation Continuat...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Providence, R.I. :
American Mathematical Society,
©2005.
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| Colección: | Memoirs of the American Mathematical Society ;
no. 825. |
| Temas: | |
| Acceso en línea: | Texto completo |