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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Hu, Yaozhong, 1961-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Providence, R.I. : American Mathematical Society, ©2005.
Colección:Memoirs of the American Mathematical Society ; no. 825.
Temas:
Stochastic integrals.
Gaussian processes.
Fractional calculus.
Integral transforms.
Intégrales stochastiques.
Processus gaussiens.
Dérivées fractionnaires.
Transformations intégrales.
Fractional calculus
Gaussian processes
Integral transforms
Stochastic integrals
Acceso en línea:Texto completo
Descripción
Sumario: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 Continuation Stochastic control Appendix Bibliography.
Notas:"Volume 175, number 825 (first of 4 numbers)."
Descripción Física:1 online resource (vii, 127 pages)
Bibliografía:Includes bibliographical references (pages 123-127).
ISBN:9781470404260
1470404265
ISSN:1947-6221 ;
0065-9266

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