Integral transformations and anticipative calculus for fractional Brownian motions / [electronic resource] Yaozhong Hu.

By:

Hu, Yaozhong, 1961-

Material type: Text

TextSeries: Memoirs of the American Mathematical Society ; v. 825Publication details: Providence, R.I. : American Mathematical Society, c2005.Description: 1 online resource (vii, 127 p.)ISBN:

9781470404260 (online)

Subject(s):

Additional physical formats: Integral transformations and anticipative calculus for fractional Brownian motions /DDC classification:

510 s 519.2/2 22

LOC classification:

QA3 .A57 no. 825 QA274.22

Online resources:

Contents:

1. Introduction 2. Representations 3. Induced transformation I 4. Approximation 5. Induced transformation II 6. Stochastic calculus of variation 7. Stochastic integration 8. Nonlinear translation (absolute continuity) 9. Conditional expectation 10. Integration by parts 11. Composition (It�o formula) 12. Clark type representation 13. Continuation 14. Stochastic control 15. Appendix

Item type:

E-BOOKS

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Home library	Call number	Materials specified	URL	Status	Date due	Barcode
IMSc Library			Link to resource	Available		EBK13278

"Volume 175, number 825 (first of 4 numbers)."

Includes bibliographical references (p. 123-127).

Access is restricted to licensed institutions

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Mode of access : World Wide Web

Description based on print version record.

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