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
- 2001 ed.
- ISBN
- 9780817642006
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2001-01-25
- Förlag
- Birkhauser Boston Inc
- Sidor
- 252
