Spara
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.
- Undertitel
- Proceedings of the Seventh Silivri Workshop
- Redaktör
- Laurent Decreusefond, Bernt Oksendal, Ali S. Üstünel
- Upplaga
- Softcover reprint of the original 1st ed. 2001
- ISBN
- 9781461266389
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2012-10-23
- Sidor
- 252
