LEADER 01200cam1-2200397---450- 001 990000841170203316 005 20140505110418.0 035 $a0084117 035 $aUSA010084117 035 $a(ALEPH)000084117USA01 035 $a0084117 100 $a20020104g19889999km-y0itay50------ba 101 0 $afre 102 $aFR 105 $a||||||||001yy 200 1 $aLittérature$etextes et documents$f[sous la direction de] Henri Mitterand 210 $aParis$cNathan$d1988- 215 $avolumi$d26 cm 225 2 $aCollection Henri Mitterand 410 0$12001$aCollection Henri Mitterand 606 0 $aLetteratura francese$xTesti scolastici$2BNCF 676 $a840.8 702 1$aMITTERAND,$bHenri 801 0$aIT$bsalbc$gISBD 912 $a990000841170203316 951 $aVI.4.C. 127/(II f B 470/)$bL.M.$cVI.4. 959 $aBK 969 $aUMA 979 $aPATTY$b90$c20020104$lUSA01$h1312 979 $aPATTY$b90$c20020104$lUSA01$h1312 979 $c20020403$lUSA01$h1729 979 $aPATRY$b90$c20040406$lUSA01$h1658 979 $aANNAMARIA$b90$c20140505$lUSA01$h1004 979 $aANNAMARIA$b90$c20140505$lUSA01$h1104 996 $aLittérature$9212412 997 $aUNISA LEADER 03188nam 2200625 450 001 9910829181203321 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(RPAM)13836965 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$d©2005 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 $aIntegral transforms 615 0$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 $a9910829181203321 996 $aIntegral transformations and anticipative calculus for fractional Brownian motions$94000440 997 $aUNINA