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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 |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Providence, R.I. :
American Mathematical Society,
©2005.
|
| Colección: | Memoirs of the American Mathematical Society ;
no. 825. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Hu, Yaozhong, |d 1961- |1 https://id.oclc.org/worldcat/entity/E39PCjtWtHcrJMKKWjkQqgj9WC | |
| 245 | 1 | 0 | |a Integral transformations and anticipative calculus for fractional Brownian motions / |c Yaozhong Hu. |
| 260 | |a Providence, R.I. : |b American Mathematical Society, |c ©2005. | ||
| 300 | |a 1 online resource (vii, 127 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Memoirs of the American Mathematical Society, |x 1947-6221 ; |v v. 825 | |
| 500 | |a "Volume 175, number 825 (first of 4 numbers)." | ||
| 504 | |a Includes bibliographical references (pages 123-127). | ||
| 588 | 0 | |a Print version record. | |
| 520 | 8 | |a 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. | |
| 505 | 0 | 0 | |t 1. Introduction |t 2. Representations |t 3. Induced transformation I |t 4. Approximation |t 5. Induced transformation II |t 6. Stochastic calculus of variation |t 7. Stochastic integration |t 8. Nonlinear translation (absolute continuity) |t 9. Conditional expectation |t 10. Integration by parts |t 11. Composition (Itô formula) |t 12. Clark type representation |t 13. Continuation |t 14. Stochastic control |t 15. Appendix. |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Stochastic integrals. | |
| 650 | 0 | |a Gaussian processes. | |
| 650 | 0 | |a Fractional calculus. | |
| 650 | 0 | |a Integral transforms. | |
| 650 | 6 | |a Intégrales stochastiques. | |
| 650 | 6 | |a Processus gaussiens. | |
| 650 | 6 | |a Dérivées fractionnaires. | |
| 650 | 6 | |a Transformations intégrales. | |
| 650 | 7 | |a Fractional calculus |2 fast | |
| 650 | 7 | |a Gaussian processes |2 fast | |
| 650 | 7 | |a Integral transforms |2 fast | |
| 650 | 7 | |a Stochastic integrals |2 fast | |
| 758 | |i has work: |a Integral transformations and anticipative calculus for fractional Brownian motions (Text) |1 https://id.oclc.org/worldcat/entity/E39PCH8vqbfHCYfFw73kYkX6JC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Hu, Yaozhong, 1961- |t Integral transformations and anticipative calculus for fractional Brownian motions / |x 0065-9266 |z 9780821837047 |
| 830 | 0 | |a Memoirs of the American Mathematical Society ; |v no. 825. |x 0065-9266 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3114136 |z Texto completo |
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