Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu |
Autore | Hu Yaozhong <1961-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2005] |
Descrizione fisica | 1 online resource (144 p.) |
Disciplina |
510 s
519.2/2 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Stochastic integrals
Gaussian processes Fractional calculus Integral transforms |
ISBN | 1-4704-0426-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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"" |
Record Nr. | UNINA-9910788749203321 |
Hu Yaozhong <1961->
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Providence, Rhode Island : , : American Mathematical Society, , [2005] | ||
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Lo trovi qui: Univ. Federico II | ||
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Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu |
Autore | Hu Yaozhong <1961-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2005] |
Descrizione fisica | 1 online resource (144 p.) |
Disciplina |
510 s
519.2/2 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Stochastic integrals
Gaussian processes Fractional calculus Integral transforms |
ISBN | 1-4704-0426-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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"" |
Record Nr. | UNINA-9910829181203321 |
Hu Yaozhong <1961->
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||
Providence, Rhode Island : , : American Mathematical Society, , [2005] | ||
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Lo trovi qui: Univ. Federico II | ||
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Intermediate calculus : methods of integration / / Tunc Geveci |
Autore | Geveci Tunc |
Pubbl/distr/stampa | New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 |
Descrizione fisica | 1 online resource (iv, 224 pages) : illustrations |
Disciplina | 515 |
Soggetto topico |
Calculus
Fractional calculus |
Soggetto genere / forma | Libros electronicos. |
ISBN | 1-60650-865-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
1. Understanding the integration of parts -- Integration by parts for indefinite integrals -- Integration by parts for definite integrals -- Integration by parts for definite integrals --
2. Indefinite integrals and rational functions -- Special cases -- Arbitrary rational functions -- 3. Using integrals for trigonometric and hyperbolic functions -- Products of sin(x) and cos(x) or sinh(x) and cosh(x) -- Special integrals that involve sin (mx) and cos (nx) -- Rational functions of sin(x) and cos(x) or sinh(x) and cosh(x) -- 4. Integrations using trigonometric and hyberbolic substitutions -- The substitution x = a sin (u) -- The substitution x = a sinh (u) -- The substitution x = a cosh (u) -- 5. Approximations in numerical integration -- Riemann sums -- The trapezoid rule -- Simpson's rule -- The derivation of Simpson's rule -- 6. Improper integrals: unbounded intervals and discontinuities -- Improper integrals on unbounded intervals -- Improper integrals that involve discontinuous functions -- 7. Improper integrals: using convergence tests -- Improper integrals on unbounded intervals -- Improper integrals that involve discontinuous functions -- Index. |
Record Nr. | UNINA-9910467315503321 |
Geveci Tunc
![]() |
||
New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 | ||
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Lo trovi qui: Univ. Federico II | ||
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Intermediate calculus : applications of integration / / Tunc Geveci |
Autore | Geveci Tunc |
Pubbl/distr/stampa | New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 |
Descrizione fisica | 1 online resource (65 pages) : illustrations |
Disciplina | 515 |
Soggetto topico |
Calculus
Fractional calculus |
Soggetto genere / forma | Libros electronicos. |
ISBN | 1-60650-864-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
1. Calculating volumes by slices or cylindrical shells -- Volume by slices -- The method of disks -- The method of cylindrical shells --
2. Length and area -- The length of the graph of a function -- The proof of Lemma 1 -- 3. Applications of the integral in physics -- Mass, density and center of mass -- Work -- Kinetic energy and potential energy -- 4. Using the integral in probability -- The normal distribution -- Index. |
Record Nr. | UNINA-9910467316103321 |
Geveci Tunc
![]() |
||
New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Intermediate calculus : applications of integration / / Tunc Geveci |
Autore | Geveci Tunc |
Pubbl/distr/stampa | New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 |
Descrizione fisica | 1 online resource (65 pages) : illustrations |
Disciplina | 515 |
Soggetto topico |
Calculus
Fractional calculus |
Soggetto genere / forma | Libros electronicos. |
ISBN | 1-60650-864-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
1. Calculating volumes by slices or cylindrical shells -- Volume by slices -- The method of disks -- The method of cylindrical shells --
2. Length and area -- The length of the graph of a function -- The proof of Lemma 1 -- 3. Applications of the integral in physics -- Mass, density and center of mass -- Work -- Kinetic energy and potential energy -- 4. Using the integral in probability -- The normal distribution -- Index. |
Record Nr. | UNINA-9910794882103321 |
Geveci Tunc
![]() |
||
New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Intermediate calculus : methods of integration / / Tunc Geveci |
Autore | Geveci Tunc |
Pubbl/distr/stampa | New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 |
Descrizione fisica | 1 online resource (iv, 224 pages) : illustrations |
Disciplina | 515 |
Soggetto topico |
Calculus
Fractional calculus |
Soggetto genere / forma | Libros electronicos. |
ISBN | 1-60650-865-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
1. Understanding the integration of parts -- Integration by parts for indefinite integrals -- Integration by parts for definite integrals -- Integration by parts for definite integrals --
2. Indefinite integrals and rational functions -- Special cases -- Arbitrary rational functions -- 3. Using integrals for trigonometric and hyperbolic functions -- Products of sin(x) and cos(x) or sinh(x) and cosh(x) -- Special integrals that involve sin (mx) and cos (nx) -- Rational functions of sin(x) and cos(x) or sinh(x) and cosh(x) -- 4. Integrations using trigonometric and hyberbolic substitutions -- The substitution x = a sin (u) -- The substitution x = a sinh (u) -- The substitution x = a cosh (u) -- 5. Approximations in numerical integration -- Riemann sums -- The trapezoid rule -- Simpson's rule -- The derivation of Simpson's rule -- 6. Improper integrals: unbounded intervals and discontinuities -- Improper integrals on unbounded intervals -- Improper integrals that involve discontinuous functions -- 7. Improper integrals: using convergence tests -- Improper integrals on unbounded intervals -- Improper integrals that involve discontinuous functions -- Index. |
Record Nr. | UNINA-9910794882303321 |
Geveci Tunc
![]() |
||
New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Intermediate calculus : methods of integration / / Tunc Geveci |
Autore | Geveci Tunc |
Pubbl/distr/stampa | New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 |
Descrizione fisica | 1 online resource (iv, 224 pages) : illustrations |
Disciplina | 515 |
Soggetto topico |
Calculus
Fractional calculus |
Soggetto genere / forma | Libros electronicos. |
ISBN | 1-60650-865-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
1. Understanding the integration of parts -- Integration by parts for indefinite integrals -- Integration by parts for definite integrals -- Integration by parts for definite integrals --
2. Indefinite integrals and rational functions -- Special cases -- Arbitrary rational functions -- 3. Using integrals for trigonometric and hyperbolic functions -- Products of sin(x) and cos(x) or sinh(x) and cosh(x) -- Special integrals that involve sin (mx) and cos (nx) -- Rational functions of sin(x) and cos(x) or sinh(x) and cosh(x) -- 4. Integrations using trigonometric and hyberbolic substitutions -- The substitution x = a sin (u) -- The substitution x = a sinh (u) -- The substitution x = a cosh (u) -- 5. Approximations in numerical integration -- Riemann sums -- The trapezoid rule -- Simpson's rule -- The derivation of Simpson's rule -- 6. Improper integrals: unbounded intervals and discontinuities -- Improper integrals on unbounded intervals -- Improper integrals that involve discontinuous functions -- 7. Improper integrals: using convergence tests -- Improper integrals on unbounded intervals -- Improper integrals that involve discontinuous functions -- Index. |
Record Nr. | UNINA-9910809748903321 |
Geveci Tunc
![]() |
||
New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Intermediate calculus : applications of integration / / Tunc Geveci |
Autore | Geveci Tunc |
Pubbl/distr/stampa | New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 |
Descrizione fisica | 1 online resource (65 pages) : illustrations |
Disciplina | 515 |
Soggetto topico |
Calculus
Fractional calculus |
Soggetto genere / forma | Libros electronicos. |
ISBN | 1-60650-864-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
1. Calculating volumes by slices or cylindrical shells -- Volume by slices -- The method of disks -- The method of cylindrical shells --
2. Length and area -- The length of the graph of a function -- The proof of Lemma 1 -- 3. Applications of the integral in physics -- Mass, density and center of mass -- Work -- Kinetic energy and potential energy -- 4. Using the integral in probability -- The normal distribution -- Index. |
Record Nr. | UNINA-9910823324403321 |
Geveci Tunc
![]() |
||
New York, [New York] (222 East 46th Street, New York, NY 10017) : , : Momentum Press, , 2016 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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International Conference on Fractional Differentiation and Its Applications 2014 : 23-25 June 2014, Catania, Italy / / Institute of Electrical and Electronics Engineers |
Pubbl/distr/stampa | Piscataway, New Jersey : , : Institute of Electrical and Electronics Engineers, , 2014 |
Descrizione fisica | 1 online resource (109 pages) |
Disciplina | 515 |
Soggetto topico |
Fractional differential equations
Fractional calculus Differential inequalities |
ISBN | 1-4799-2591-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996281001603316 |
Piscataway, New Jersey : , : Institute of Electrical and Electronics Engineers, , 2014 | ||
![]() | ||
Lo trovi qui: Univ. di Salerno | ||
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International Conference on Fractional Differentiation and Its Applications 2014 : 23-25 June 2014, Catania, Italy / / Institute of Electrical and Electronics Engineers |
Pubbl/distr/stampa | Piscataway, New Jersey : , : Institute of Electrical and Electronics Engineers, , 2014 |
Descrizione fisica | 1 online resource (109 pages) |
Disciplina | 515 |
Soggetto topico |
Fractional differential equations
Fractional calculus Differential inequalities |
ISBN | 1-4799-2591-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910135220903321 |
Piscataway, New Jersey : , : Institute of Electrical and Electronics Engineers, , 2014 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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