Integral transformations and anticipative calculus for fractional Brownian motions

Integral transformations and anticipative calculus for fractional Brownian motions / Yaozhong Hu.

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...

Full description

Saved in:
Bibliographic Details
Main Author: Hu, Yaozhong, 1961-
Format: eBook
Language:English
Published: Providence, R.I. : American Mathematical Society, ©2005.
Series:Memoirs of the American Mathematical Society ; no. 825.
Subjects:
Stochastic integrals.
Gaussian processes.
Fractional calculus.
Integral transforms.
Fractional calculus
Gaussian processes
Integral transforms
Stochastic integrals
Online Access:Click for online access
Login for hold information

‌

Click for online access

Online

Holdings details from Online
Status: Available

Similar Items