Tallenna
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.
- Alaotsikko
- Proceedings of the Seventh Silivri Workshop
- Toimittaja
- Laurent Decreusefond, Bernt Oksendal, Ali S. Üstünel
- Painos
- 2001 ed.
- ISBN
- 9780817642006
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 25.1.2001
- Kustantaja
- Birkhauser Boston Inc
- Sivumäärä
- 252
