Stochastic Analysis and Related Topics VII

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Hardback
8-11 hverdage
1.332,95 kr.

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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

Forlag:
Birkhauser Boston Inc

Indbinding:
Hardback

Sideantal:
252

Udgivet:
1. november 2000

Udgave:
2001

Størrelse:
234x156x15 mm.

Vægt:
1210 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 20. november 2024

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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.

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