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Record Nr. |
UNINA9910480408803321 |
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Autore |
Hu Yaozhong <1961-> |
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Titolo |
Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu |
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Pubbl/distr/stampa |
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Providence, Rhode Island : , : American Mathematical Society, , [2005] |
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©2005 |
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ISBN |
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Descrizione fisica |
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1 online resource (144 p.) |
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Collana |
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Memoirs of the American Mathematical Society, , 0065-9266 ; ; number 825 |
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Disciplina |
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Soggetti |
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Stochastic integrals |
Gaussian processes |
Fractional calculus |
Integral transforms |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"Volume 175, number 825 (first of 4 numbers)." |
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Nota di bibliografia |
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Includes bibliographical references (pages 123-127). |
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Nota di contenuto |
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""Contents""; ""Abstract""; ""Chapter 1. Introduction""; ""Chapter 2. Representations""; ""Chapter 3. Induced Transformation I""; ""Chapter 4. Approximation""; ""4.1. Rate of Convergence When 0 < H < 1/2""; ""4.2. Rate of Convergence When 1/2 < H < 1""; ""4.3. Higher Order of Convergence When 3/4 < H < 1""; ""4.4. Best Approximation""; ""Chapter 5. Induced Transformation II""; ""5.1. Operators Associated With Z[sub(H)](t,s)""; ""5.2. Inverse Operator of T[sub(H,T)]""; ""5.3. B[sub(H,T)]T[sub(H,T)] when 1/2 < H < 1""; ""5.4. T[sub(H,T)]B[sub(H,T)] for 1/2 < H < 1"" |
""5.5. B[sub(H,T)]T[sub(H,T)] for 0 < H < 1/2""""5.6. T[sub(H,T)]B[sub(H,T)] for 0 < H < 1/2""; ""5.7. Transpose of T[sub(H,T)]""; ""5.8. The Expression for T[sub(H,T)]T*[sub(H,T)]""; ""5.9. The transpose of B[sub(H,T)]""; ""5.10. The Expression of B*[sub(H,T)]B[sub(H,T)]""; ""5.11. Extension of T*[sub(H,T)] and B*[sub(H,T)]""; ""5.12. Representation of Brownian motion by fractional Brownian motion""; ""Chapter 6. Stochastic Calculus of Variation""; ""6.1. Stochastic Integral for |
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Deterministic Integrands""; ""6.2. A Probability Structure Preserving Mapping"" |
""Chapter 13. Continuation""""Chapter 14. Stochastic Control""; ""Chapter 15. Appendix""; ""Bibliography"" |
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