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
- Softcover reprint of the original 1st ed. 2001
- ISBN
- 9781461266389
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 23.10.2012
- Antall sider
- 252
