LEADER 03191nam 2200625 450 001 9910480408803321 005 20180731044358.0 010 $a1-4704-0426-5 035 $a(CKB)3360000000465009 035 $a(EBL)3114136 035 $a(SSID)ssj0000973240 035 $a(PQKBManifestationID)11529905 035 $a(PQKBTitleCode)TC0000973240 035 $a(PQKBWorkID)10978825 035 $a(PQKB)10395316 035 $a(MiAaPQ)EBC3114136 035 $a(PPN)195417135 035 $a(EXLCZ)993360000000465009 100 $a20050110h20052005 uy| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aIntegral transformations and anticipative calculus for fractional Brownian motions /$fYaozhong Hu 210 1$aProvidence, Rhode Island :$cAmerican Mathematical Society,$d[2005] 210 4$dİ2005 215 $a1 online resource (144 p.) 225 1 $aMemoirs of the American Mathematical Society,$x0065-9266 ;$vnumber 825 300 $a"Volume 175, number 825 (first of 4 numbers)." 311 $a0-8218-3704-4 320 $aIncludes bibliographical references (pages 123-127). 327 $a""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"" 327 $a""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"" 327 $a""Chapter 13. Continuation""""Chapter 14. Stochastic Control""; ""Chapter 15. Appendix""; ""Bibliography"" 410 0$aMemoirs of the American Mathematical Society ;$vno. 825. 606 $aStochastic integrals 606 $aGaussian processes 606 $aFractional calculus 606 $aIntegral transforms 608 $aElectronic books. 615 0$aStochastic integrals. 615 0$aGaussian processes. 615 0$aFractional calculus. 615 0$aIntegral transforms. 676 $a510 s 676 $a519.2/2 700 $aHu$b Yaozhong$f1961-$0748039 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910480408803321 996 $aIntegral transformations and anticipative calculus for fractional Brownian motions$92092977 997 $aUNINA