Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability - Laurent Decreusefond - Books - Springer-Verlag New York Inc. - 9781461266389 - October 23, 2012
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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

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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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