Integral Transformations and Anticipative Calculus for Fractional Brownian Motions
| Author/creator | Hu, Yaozhong, 1961- Author |
| Format | Electronic |
| Publication Info | Providence : American Mathematical Society |
| Description | 127 p. |
| Supplemental Content | Full text available from Memoirs of the American Mathematical Society - Backfile |
| Subjects |
| Series | Memoirs of the American Mathematical Society Ser. 175 |
| Summary | Annotation Introduction Representations Induced transformation I Approximation Induced transformation II Stochastic calculus of variation Stochastic integration Nonlinear translation (Absolute continuity) Conditional expectation Integration by parts Composition (Ito formula) Clark type representation Continuation Stochastic control Appendix Bibliography |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2005041980 |
| ISBN | 9780821837047 |
| ISBN | 0821837044 (Trade Paper) Active Record |
| Standard identifier# | 9780821837047 |
| Stock number | 00001436 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |