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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability L Decreusefond 2001 edition
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability
L Decreusefond
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.
252 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 25 de enero de 2001 |
| Fecha de lanzamiento original | 2000 |
| ISBN13 | 9780817642006 |
| Editores | Birkhauser Boston Inc |
| Páginas | 252 |
| Dimensiones | 155 × 235 × 15 mm · 544 g |
| Editor | Decreusefond, Laurent |
| Editor | Oksendal, Bernt |
| Editor | UEstunel, Ali S. |