Stochastic Analysis and Related Topics Vii: Proceedings of the Seventh Silivri Workshop: 48 (Progress in Probability)

by Ali S . Üstünel (Editor), Bernt Oksendal (Editor), Laurent Decreusefond (Editor)

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Paperback
2012
$111.57

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.

Synopsis

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.

$111.57

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Format: Paperback
Pages: 264
Edition: Softcover reprint of the original 1st ed. 2001
Publisher: Birkhäuser
Published: 23 Oct 2012
ISBN 10: 1461266386
ISBN 13: 9781461266389

Stochastic Analysis and Related Topics Vii: Proceedings of the Seventh Silivri Workshop: 48 (Progress in Probability)

New

$111.57

Synopsis

$111.57

More Information