Laurent Decreusefond
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability Laurent Decreusefond Softcover reprint of the original 1st ed. 2001 edition

Name: Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability
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Author: Laurent Decreusefond

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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability

Laurent Decreusefond

Softcover reprint of the original 1st ed. 2001 edition

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 Paperback Book (Grāmata ar mīksto vāku un līmēto muguru)
Izlaists	2012. gada 23. oktobris
ISBN13	9781461266389
Izdevēji	Springer-Verlag New York Inc.
Lapas	252
Izmēri	155 × 235 × 14 mm · 371 g
Valoda	Angļu
Redaktors	Decreusefond, Laurent
Redaktors	Oksendal, Bernt
Redaktors	UEstunel, Ali S.