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

Integral transformations and anticipative calculus for fractional Brownian motions /

Introduction Representations Induced transformation I Approximation Induced transformation II Stochastic calculus of variation Stochastic integration Nonlinear translation (Absolute continuity) Conditional expectation Integration by parts Composition (Ito formula) Clark type representation Continuat...

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Bibliographic Details
Main Author: Hu, Yaozhong, 1961-
Format: Electronic eBook
Language:English
Published: Providence, R.I. : American Mathematical Society, ©2005.
Series:Memoirs of the American Mathematical Society ; no. 825.
Subjects:
Stochastic integrals.
Gaussian processes.
Fractional calculus.
Integral transforms.
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Local Note:ProQuest Ebook Central

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