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Stochastic Analysis and Related Topics VII

- Proceedings of the Seventh Silivri Workshop

indgår i Progress in Probability serien

Stochastic Analysis and Related Topics VII
Bag om 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781461266389
  • Indbinding:
  • Paperback
  • Sideantal:
  • 252
  • Udgivet:
  • 23. oktober 2012
  • Udgave:
  • 12001
  • Størrelse:
  • 234x156x14 mm.
  • Vægt:
  • 409 g.
Leveringstid: 8-11 hverdage
Forventet levering: 26. november 2024

Beskrivelse af 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.

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