Integral transformations and anticipative calculus for fractional Brownian motions / Yaozhong Hu

Public ISBD Titre : Integral transformations and anticipative calculus for fractional Brownian motions Type de document : texte imprimé Auteurs : Yaozhong Hu, Auteur Editeur : Providence, R.I. : American Mathematical Society Année de publication : 2005 Collection : Memoirs of the American Mathematical Society, ISSN 0065-9266 num. 825 Importance : 127 p. ISBN/ISSN/EAN : 978-0-8218-3704-7 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G30 Continuity and singularity of induced measures 60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H05 Stochastic integrals 60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H07 Stochastic calculus of variations and the Malliavin calculus Mots-clés : integro-differential transformation  probability structure preserving  approximation  stochastic integral  Meyer's inequality  L p estimate  Itô formula  integration by parts formula  Clark derivative  nonliner translation  Radon-Nikodym derivative  conditioning  continuous modification  linear quadratic control  Ricatti equation Index. décimale : Mem Integral transformations and anticipative calculus for fractional Brownian motions [texte imprimé] / Yaozhong Hu, Auteur . - Providence, R.I. : American Mathematical Society, 2005 . - 127 p.. - (Memoirs of the American Mathematical Society, ISSN 0065-9266; 825) . ISBN : 978-0-8218-3704-7 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G30 Continuity and singularity of induced measures 60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H05 Stochastic integrals 60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H07 Stochastic calculus of variations and the Malliavin calculus Mots-clés : integro-differential transformation  probability structure preserving  approximation  stochastic integral  Meyer's inequality  L p estimate  Itô formula  integration by parts formula  Clark derivative  nonliner translation  Radon-Nikodym derivative  conditioning  continuous modification  linear quadratic control  Ricatti equation Index. décimale : Mem

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Code-barres	Cote	Support	Localisation	Section	Disponibilité
19547	Mem/825	imprimé / autre	CRDM	Mem/MEMOIRS AMS	Disponible

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