Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu
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| Autore: |
Hu Yaozhong <1961->
|
| Titolo: |
Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu
|
| Pubblicazione: | Providence, Rhode Island : , : American Mathematical Society, , [2005] |
| ©2005 | |
| Descrizione fisica: | 1 online resource (144 p.) |
| Disciplina: | 510 s |
| 519.2/2 | |
| Soggetto topico: | Stochastic integrals |
| Gaussian processes | |
| Fractional calculus | |
| Integral transforms | |
| Note generali: | "Volume 175, number 825 (first of 4 numbers)." |
| Nota di bibliografia: | Includes bibliographical references (pages 123-127). |
| Nota di contenuto: | ""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"" | |
| Titolo autorizzato: | Integral transformations and anticipative calculus for fractional Brownian motions |
| ISBN: | 1-4704-0426-5 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910788749203321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Memoirs of the American Mathematical Society ; ; no. 825.