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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability Laurent Decreusefond Softcover reprint of the original 1st ed. 2001 edition
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability
Laurent Decreusefond
A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space.
252 pages, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 23 de octubre de 2012 |
| ISBN13 | 9781461266389 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 252 |
| Dimensiones | 155 × 235 × 14 mm · 371 g |
| Lengua | Inglés |
| Editor | Decreusefond, Laurent |
| Editor | Oksendal, Bernt |
| Editor | UEstunel, Ali S. |
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