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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2001. gada 25. janvāris |
| Oriģinālā izdošanas datums | 2000 |
| ISBN13 | 9780817642006 |
| Izdevēji | Birkhauser Boston Inc |
| Lapas | 252 |
| Izmēri | 155 × 235 × 15 mm · 544 g |
| Redaktors | Decreusefond, Laurent |
| Redaktors | Oksendal, Bernt |
| Redaktors | UEstunel, Ali S. |