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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability Softcover reprint of the original 1st ed. 2001 edition
Laurent Decreusefond
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability Softcover reprint of the original 1st ed. 2001 edition
Laurent 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
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | October 23, 2012 |
ISBN13 | 9781461266389 |
Publishers | Springer-Verlag New York Inc. |
Pages | 252 |
Dimensions | 155 × 235 × 14 mm · 371 g |
Language | English |
Editor | Decreusefond, Laurent |
Editor | Oksendal, Bernt |
Editor | UEstunel, Ali S. |
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