Spar
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.
- Undertittel
- Proceedings of the Seventh Silivri Workshop
- Redaktør
- Laurent Decreusefond, Bernt Oksendal, Ali S. Üstünel
- Opplag
- 2001 ed.
- ISBN
- 9780817642006
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 25.1.2001
- Forlag
- Birkhauser Boston Inc
- Antall sider
- 252
