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
Tabla de Contenidos:
  • 1. Introduction 2. Representations 3. Induced transformation I 4. Approximation 5. Induced transformation II 6. Stochastic calculus of variation 7. Stochastic integration 8. Nonlinear translation (absolute continuity) 9. Conditional expectation 10. Integration by parts 11. Composition (Itô formula) 12. Clark type representation 13. Continuation 14. Stochastic control 15. Appendix.

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