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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
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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability
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 | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 23. oktober 2012 |
| ISBN13 | 9781461266389 |
| Utgivere | Springer-Verlag New York Inc. |
| Antall sider | 252 |
| Mål | 155 × 235 × 14 mm · 371 g |
| Språk | Engelsk |
| Redaktør | Decreusefond, Laurent |
| Redaktør | Oksendal, Bernt |
| Redaktør | UEstunel, Ali S. |
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