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
- Softcover reprint of the original 1st ed. 2001
- ISBN
- 9781461266389
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 23.10.2012
- Kustantaja
- Springer-Verlag New York Inc.
- Sivumäärä
- 252
