Stochastic Analysis and Related Topics VII

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1.222,95 kr.

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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

Forlag:
Springer-Verlag New York Inc.

Indbinding:
Paperback

Sideantal:
252

Udgivet:
23. oktober 2012

Udgave:
12001

Størrelse:
234x156x14 mm.

Vægt:
409 g.

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Leveringstid: 8-11 hverdage

Forventet levering: 6. december 2024

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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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