Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability - L Decreusefond - Books - Birkhauser Boston Inc - 9780817642006 - January 25, 2001
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L Decreusefond
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Progress in Probability 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     Hardcover Book   (Book with hard spine and cover)
Released January 25, 2001
Original release date 2000
ISBN13 9780817642006
Publishers Birkhauser Boston Inc
Pages 252
Dimensions 155 × 235 × 15 mm   ·   544 g
Editor Decreusefond, Laurent
Editor Oksendal, Bernt
Editor UEstunel, Ali S.

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