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Stochastic Analysis and Related Topics VII - Bog

- Proceedings of the Seventh Silivri Workshop

indgår i Progress in Probability serien

Stochastic Analysis and Related Topics VII
Bag om Stochastic Analysis and Related Topics VII

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780817642006
  • Indbinding:
  • Hardback
  • Sideantal:
  • 252
  • Udgivet:
  • 1. November 2000
  • Udgave:
  • 2001
  • Størrelse:
  • 234x156x15 mm.
  • Vægt:
  • 1210 g.
  • 2-3 uger.
  • 16. Oktober 2024

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic Analysis and Related Topics VII

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.

Brugerbedømmelser af Stochastic Analysis and Related Topics VII



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