03188nam 2200625 450 991082918120332120180731044358.01-4704-0426-5(CKB)3360000000465009(EBL)3114136(SSID)ssj0000973240(PQKBManifestationID)11529905(PQKBTitleCode)TC0000973240(PQKBWorkID)10978825(PQKB)10395316(MiAaPQ)EBC3114136(RPAM)13836965(PPN)195417135(EXLCZ)99336000000046500920050110h20052005 uy| 0engur|n|---|||||txtccrIntegral transformations and anticipative calculus for fractional Brownian motions /Yaozhong HuProvidence, Rhode Island :American Mathematical Society,[2005]©20051 online resource (144 p.)Memoirs of the American Mathematical Society,0065-9266 ;number 825"Volume 175, number 825 (first of 4 numbers)."0-8218-3704-4 Includes bibliographical references (pages 123-127).""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 Deterministic Integrands""; ""6.2. A Probability Structure Preserving Mapping""""Chapter 13. Continuation""""Chapter 14. Stochastic Control""; ""Chapter 15. Appendix""; ""Bibliography""Memoirs of the American Mathematical Society ;no. 825.Stochastic integralsGaussian processesFractional calculusIntegral transformsStochastic integrals.Gaussian processes.Fractional calculus.Integral transforms.510 s519.2/2Hu Yaozhong1961-748039MiAaPQMiAaPQMiAaPQBOOK9910829181203321Integral transformations and anticipative calculus for fractional Brownian motions4000440UNINA