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Berühmte Aufgaben der Stochastik : Von den Anfängen bis heute / / Rudolf Haller, Friedrich Barth
Berühmte Aufgaben der Stochastik : Von den Anfängen bis heute / / Rudolf Haller, Friedrich Barth
Autore Haller Rudolf (Mathematician)
Edizione [2., überarbeitete Auflage]
Pubbl/distr/stampa Berlin ; ; Boston : , : De Gruyter, , [2016]
Descrizione fisica 1 online resource (499 p.)
Disciplina 519.2/2
Collana De Gruyter Studium
Soggetto topico Stochastik
Wahrscheinlichkeitsrechnung
MATHEMATICS / Probability & Statistics / General
Soggetto genere / forma Electronic books.
ISBN 3-11-048077-8
3-11-048090-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto Frontmatter -- Vorwort zur 1. Auflage -- Vorwort zur 2. Auflage -- Inhaltsverzeichnis -- Von den Anfängen bis zum Ende des Mittelalters -- Beginn der Neuzeit -- 1. Hälfte des 17. Jahrhunderts -- HUYGENS' Tractatus de Ratiociniis in Aleae Ludo von 1657 -- 2. Hälfte des 17. Jahrhunderts -- Beginn des 18. Jahrhunderts -- JAKOB BERNOULLIs Ars Conjectandi von 1713 -- MONTMORTs Essay d'Analyse sur les Jeux de Hazard von 1713 -- NIKOLAUS BERNOULLIs Petersburger Problem von 1713 -- Die Jahre nach 1713 bis 1750 -- 2. Hälfte des 18. Jahrhunderts -- 1. Hälfte des 19. Jahrhunderts -- 2. Hälfte des 19. Jahrhunderts -- Das 20. Jahrhundert -- Nachtrag -- Lebensdaten -- Literatur -- Abbildungsverzeichnis -- Personenregister -- Sachregister
Record Nr. UNINA-9910164964103321
Haller Rudolf (Mathematician)  
Berlin ; ; Boston : , : De Gruyter, , [2016]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Berühmte Aufgaben der Stochastik : Von den Anfängen bis heute / / Rudolf Haller, Friedrich Barth
Berühmte Aufgaben der Stochastik : Von den Anfängen bis heute / / Rudolf Haller, Friedrich Barth
Autore Haller Rudolf (Mathematician)
Edizione [2., überarbeitete Auflage]
Pubbl/distr/stampa Berlin ; ; Boston : , : De Gruyter, , [2016]
Descrizione fisica 1 online resource (499 p.)
Disciplina 519.2/2
Collana De Gruyter Studium
Soggetto topico Stochastik
Wahrscheinlichkeitsrechnung
MATHEMATICS / Probability & Statistics / General
ISBN 3-11-048077-8
3-11-048090-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto Frontmatter -- Vorwort zur 1. Auflage -- Vorwort zur 2. Auflage -- Inhaltsverzeichnis -- Von den Anfängen bis zum Ende des Mittelalters -- Beginn der Neuzeit -- 1. Hälfte des 17. Jahrhunderts -- HUYGENS' Tractatus de Ratiociniis in Aleae Ludo von 1657 -- 2. Hälfte des 17. Jahrhunderts -- Beginn des 18. Jahrhunderts -- JAKOB BERNOULLIs Ars Conjectandi von 1713 -- MONTMORTs Essay d'Analyse sur les Jeux de Hazard von 1713 -- NIKOLAUS BERNOULLIs Petersburger Problem von 1713 -- Die Jahre nach 1713 bis 1750 -- 2. Hälfte des 18. Jahrhunderts -- 1. Hälfte des 19. Jahrhunderts -- 2. Hälfte des 19. Jahrhunderts -- Das 20. Jahrhundert -- Nachtrag -- Lebensdaten -- Literatur -- Abbildungsverzeichnis -- Personenregister -- Sachregister
Record Nr. UNINA-9910792676303321
Haller Rudolf (Mathematician)  
Berlin ; ; Boston : , : De Gruyter, , [2016]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Berühmte Aufgaben der Stochastik : Von den Anfängen bis heute / / Rudolf Haller, Friedrich Barth
Berühmte Aufgaben der Stochastik : Von den Anfängen bis heute / / Rudolf Haller, Friedrich Barth
Autore Haller Rudolf (Mathematician)
Edizione [2., überarbeitete Auflage]
Pubbl/distr/stampa Berlin ; ; Boston : , : De Gruyter, , [2016]
Descrizione fisica 1 online resource (499 p.)
Disciplina 519.2/2
Collana De Gruyter Studium
Soggetto topico Stochastik
Wahrscheinlichkeitsrechnung
MATHEMATICS / Probability & Statistics / General
ISBN 3-11-048077-8
3-11-048090-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto Frontmatter -- Vorwort zur 1. Auflage -- Vorwort zur 2. Auflage -- Inhaltsverzeichnis -- Von den Anfängen bis zum Ende des Mittelalters -- Beginn der Neuzeit -- 1. Hälfte des 17. Jahrhunderts -- HUYGENS' Tractatus de Ratiociniis in Aleae Ludo von 1657 -- 2. Hälfte des 17. Jahrhunderts -- Beginn des 18. Jahrhunderts -- JAKOB BERNOULLIs Ars Conjectandi von 1713 -- MONTMORTs Essay d'Analyse sur les Jeux de Hazard von 1713 -- NIKOLAUS BERNOULLIs Petersburger Problem von 1713 -- Die Jahre nach 1713 bis 1750 -- 2. Hälfte des 18. Jahrhunderts -- 1. Hälfte des 19. Jahrhunderts -- 2. Hälfte des 19. Jahrhunderts -- Das 20. Jahrhundert -- Nachtrag -- Lebensdaten -- Literatur -- Abbildungsverzeichnis -- Personenregister -- Sachregister
Record Nr. UNINA-9910827623403321
Haller Rudolf (Mathematician)  
Berlin ; ; Boston : , : De Gruyter, , [2016]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Berühmte Aufgaben der Stochastik : Von den Anfängen bis heute / / Rudolf Haller, Friedrich Barth
Berühmte Aufgaben der Stochastik : Von den Anfängen bis heute / / Rudolf Haller, Friedrich Barth
Autore Haller Rudolf
Edizione [1st ed.]
Pubbl/distr/stampa Berlin ; ; Boston : , : De Gruyter (O), , [2014]
Descrizione fisica 1 online resource
Disciplina 519.2/2
Collana De Gruyter Studium
Soggetto topico Probabilities - History
Mathematics
Physical Sciences & Mathematics
Mathematical Statistics
ISBN 3-486-74714-2
3-486-99082-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto Frontmatter -- Vorwort -- Inhaltsverzeichnis -- Von den Anfängen bis zum Ende des Mittelalters -- Beginn der Neuzeit -- 1. Hälfte des 17. Jahrhunderts -- HUYGENS' Tractatus de Ratiociniis in Aleae Ludo von 1657 -- 2. Hälfte des 17. Jahrhunderts -- Beginn des 18. Jahrhunderts -- JAKOB BERNOULLIs Ars Conjectandi von 1713 -- MONTMORTs Essay d'Analyse sur les Jeux de Hazard von 1713 -- NIKOLAUS BERNOULLIs Petersburger Problem von 1713 -- Die Jahre nach 1713 bis 1750 -- 2. Hälfte des 18. Jahrhunderts -- 1. Hälfte des 19. Jahrhunderts -- 2. Hälfte des 19. Jahrhunderts -- Das 20. Jahrhundert -- Lebensdaten -- Literatur -- Abbildungsverzeichnis -- Personenregister -- Sachregister
Record Nr. UNINA-9910155383903321
Haller Rudolf  
Berlin ; ; Boston : , : De Gruyter (O), , [2014]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Autore Geiss Stefan
Edizione [1st ed.]
Pubbl/distr/stampa Providence : , : American Mathematical Society, , 2021
Descrizione fisica 1 online resource (124 pages)
Disciplina 519.2/2
Altri autori (Persone) YlinenJuha
Collana Memoirs of the American Mathematical Society
Soggetto topico Stochastic differential equations
Besov spaces
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic calculus of variations and the Malliavin calculus
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
Functional analysis -- Linear function spaces and their duals -- Sobolev spaces and other spaces of ``smooth'' functions, embedding theorems, trace theorems
ISBN 9781470467517
1470467518
Classificazione 60H0760H1046E35
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover -- Title page -- Chapter 1. Introduction -- 1.1. Background -- 1.2. Outline of the main ideas -- 1.3. Notation -- Chapter 2. A General Factorization -- 2.1. The operators \C and \C^{ } -- 2.2. The operators \C and \C^{ } for stochastic processes -- Chapter 3. Transference of SDEs -- 3.1. Setting -- 3.2. Results -- Chapter 4. Anisotropic Besov Spaces on the Wiener Space -- 4.1. Classical Besov spaces on the Wiener space -- 4.2. Setting -- 4.3. Definition of anisotropic Besov spaces -- 4.4. Connection to real interpolation -- 4.5. The space \B_{ }^{Φ₂} -- 4.6. An embedding theorem for functionals of bounded variation -- 4.7. Examples -- Chapter 5. Continuous BMO-Martingales -- 5.1. Continuous BMO-martingales and sliceable numbers -- 5.2. Fefferman's inequality and \bmo( _{2 }) spaces -- 5.3. Reverse Hölder inequalities -- 5.4. An application to BSDEs -- Chapter 6. Applications to BSDEs -- 6.1. The setting -- 6.2. Stability of BSDEs with respect to perturbations of the Gaussian structure -- 6.3. On classes of quadratic and sub-quadratic BSDEs -- 6.4. Settings for the stability theorem -- 6.5. On the _{ }-variation of BSDEs -- 6.6. Applications to other types of BSDEs -- Appendix A. Technical Facts -- Bibliography -- Index -- Back Cover.
Record Nr. UNINA-9910958811103321
Geiss Stefan  
Providence : , : American Mathematical Society, , 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Fundamentals of stochastic networks / / Oliver C. Ibe
Fundamentals of stochastic networks / / Oliver C. Ibe
Autore Ibe Oliver C (Oliver Chukwudi), <1947->
Edizione [1st edition]
Pubbl/distr/stampa Lowell, Mass., : John Wiley & Sons Inc., c2011
Descrizione fisica 1 online resource (309 p.)
Disciplina 519.2/2
Soggetto topico Queuing theory
Stochastic analysis
ISBN 9786613257833
9781283257831
1283257831
9781118092989
1118092988
9781118092972
111809297X
9781118092996
1118092996
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto FUNDAMENTALS OF STOCHASTIC NETWORKS; CONTENTS; PREFACE; ACKNOWLEDGMENTS; 1: BASIC CONCEPTS IN PROBABILITY; 2: OVERVIEW OF STOCHASTIC PROCESSES; 3: ELEMENTARY QUEUEING THEORY; 4: ADVANCED QUEUEING THEORY; 5: QUEUEING NETWORKS; 6: APPROXIMATIONS OF QUEUEING SYSTEMS AND NETWORKS; 7: ELEMENTS OF GRAPH THEORY; 8: BAYESIAN NETWORKS; 9: BOOLEAN NETWORKS; 10: RANDOM NETWORKS; REFERENCES; INDEX
Record Nr. UNINA-9910139590403321
Ibe Oliver C (Oliver Chukwudi), <1947->  
Lowell, Mass., : John Wiley & Sons Inc., c2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Pubbl/distr/stampa New Jersey, : World Scientific, c2008
Descrizione fisica 1 online resource (257 p.)
Disciplina 519.2/2
Altri autori (Persone) KuoHui-Hsiung <1941->
SenguptaAmbar <1963->
SundarP (Padmanabhan)
Collana QP-PQ, quantum probability and white noise analysis
Soggetto topico White noise theory
Stochastic analysis
Soggetto genere / forma Electronic books.
ISBN 1-281-93809-2
9786611938093
981-277-955-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CONTENTS; Preface; Complex White Noise and the Infinite Dimensional Unitary Group T. Hida; 1. Introduction; 2. Complex white noise; 3. Infinite dimensional unitary group; 4. Subgroups of U(Ee); References; Complex Ito Formulas M. Redfern; 1. Introduction; 2. Background and Notation; 3. Complex White Noise Analysis; 4. Calculus of (Dc*)-Valued Processes; 5. Real Case; References; White Noise Analysis: Background and a Recent Application J. Becnel and A . N. Sengupta; 1. Introduction; 2. Background: The Schwartz Space as a Nuclear Space
2.1. Hermite polynomials, creation and annihilation operators2.2. The Schwartz space as a nuclear space; 2.3. The abstract formulation; 2.4. Gaussian measure in infinite dimensions; 3. White Noise Distribution Theory; 3.1. Wiener-Ito isomorphism; 3.2. Properties of test functions; 3.3. The Segal-Bargmann transform; 3.3.1. The S-transform over subspaces; 4. Application to Quantum Computing; 4.1. Quantum algorithms; 4.2. Hidden subspace algorithm; Acknowledgment; References; Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters A. Stan; 1. Introduction; 2. Background
3. Wick product4. Random variables with sub-additive w-parameters; References; Donsker's Functional Calculus and Related Questions P.-L. Chow and J. Potthoff; 1. Introduction; 2. Donsker's Calculus; 3. Tools from White Noise Analysis and Malliavin Calclus; 3.1. Chaos Decomposition; 3.2. S-Transform; 3.3. Smooth and Generalized Random Variables; 3.4. Differential Operators; 3.5. Characterization Theorem and Wick Product; 4. Fourier-Wiener Transform; 5. Independence and Ito Calculus; 5.1. Independence of Generalized Random Variables; 5.2. Ito Calculus for Generalized Stochastic Processes
5.3. Donsker's Delta Function6. Towards Donsker's Calculus; References; Stochastic Analysis of Tidal Dynamics Equation U. Manna, J. L. Menaldi, and S. S. Sritharan; 1. Introduction; 2. Tidal Dynamics: The Model; 3. Deterministic Setting: Global Monotonicity and Solvability; 4. Stochastic Tide Equation; Acknowledgments; References; Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D P. Sundar and H. Yin; 1. Introduction; 2. Preliminaries; 3. A Priori Estimates; 4. Existence of Solutions; 5. Uniqueness of Solutions; References
Spaces of Test and Generalized Functions of Arcsine White Noise Formulas A . Barhoumi, A . Riahi, and H. Ouerdiane1. Introduction; 2. Arcsine White Noise Space; 2.1. Arcsine space in one dimension; 2.2. Construction of the arcsine white noise space; 3. Arcsine Test and Generalized Functions Spaces; 4. Characterization Theorems; 4.1. The S-transform; 4.2. Characterization of test and generalized functions; References; An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian K. Saito and K. Sakabe; 1. Introduction; 2. A compensated Levy process and the Levy distributions
3. The Levy Laplacian acting on the Levy distributions
Record Nr. UNINA-9910453201803321
New Jersey, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Pubbl/distr/stampa New Jersey, : World Scientific, c2008
Descrizione fisica 1 online resource (257 p.)
Disciplina 519.2/2
Altri autori (Persone) KuoHui-Hsiung <1941->
SenguptaAmbar <1963->
SundarP (Padmanabhan)
Collana QP-PQ, quantum probability and white noise analysis
Soggetto topico White noise theory
Stochastic analysis
ISBN 1-281-93809-2
9786611938093
981-277-955-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CONTENTS; Preface; Complex White Noise and the Infinite Dimensional Unitary Group T. Hida; 1. Introduction; 2. Complex white noise; 3. Infinite dimensional unitary group; 4. Subgroups of U(Ee); References; Complex Ito Formulas M. Redfern; 1. Introduction; 2. Background and Notation; 3. Complex White Noise Analysis; 4. Calculus of (Dc*)-Valued Processes; 5. Real Case; References; White Noise Analysis: Background and a Recent Application J. Becnel and A . N. Sengupta; 1. Introduction; 2. Background: The Schwartz Space as a Nuclear Space
2.1. Hermite polynomials, creation and annihilation operators2.2. The Schwartz space as a nuclear space; 2.3. The abstract formulation; 2.4. Gaussian measure in infinite dimensions; 3. White Noise Distribution Theory; 3.1. Wiener-Ito isomorphism; 3.2. Properties of test functions; 3.3. The Segal-Bargmann transform; 3.3.1. The S-transform over subspaces; 4. Application to Quantum Computing; 4.1. Quantum algorithms; 4.2. Hidden subspace algorithm; Acknowledgment; References; Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters A. Stan; 1. Introduction; 2. Background
3. Wick product4. Random variables with sub-additive w-parameters; References; Donsker's Functional Calculus and Related Questions P.-L. Chow and J. Potthoff; 1. Introduction; 2. Donsker's Calculus; 3. Tools from White Noise Analysis and Malliavin Calclus; 3.1. Chaos Decomposition; 3.2. S-Transform; 3.3. Smooth and Generalized Random Variables; 3.4. Differential Operators; 3.5. Characterization Theorem and Wick Product; 4. Fourier-Wiener Transform; 5. Independence and Ito Calculus; 5.1. Independence of Generalized Random Variables; 5.2. Ito Calculus for Generalized Stochastic Processes
5.3. Donsker's Delta Function6. Towards Donsker's Calculus; References; Stochastic Analysis of Tidal Dynamics Equation U. Manna, J. L. Menaldi, and S. S. Sritharan; 1. Introduction; 2. Tidal Dynamics: The Model; 3. Deterministic Setting: Global Monotonicity and Solvability; 4. Stochastic Tide Equation; Acknowledgments; References; Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D P. Sundar and H. Yin; 1. Introduction; 2. Preliminaries; 3. A Priori Estimates; 4. Existence of Solutions; 5. Uniqueness of Solutions; References
Spaces of Test and Generalized Functions of Arcsine White Noise Formulas A . Barhoumi, A . Riahi, and H. Ouerdiane1. Introduction; 2. Arcsine White Noise Space; 2.1. Arcsine space in one dimension; 2.2. Construction of the arcsine white noise space; 3. Arcsine Test and Generalized Functions Spaces; 4. Characterization Theorems; 4.1. The S-transform; 4.2. Characterization of test and generalized functions; References; An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian K. Saito and K. Sakabe; 1. Introduction; 2. A compensated Levy process and the Levy distributions
3. The Levy Laplacian acting on the Levy distributions
Record Nr. UNINA-9910782272003321
New Jersey, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu
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
Soggetto genere / forma Electronic books.
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-9910480408803321
Hu Yaozhong <1961->  
Providence, Rhode Island : , : American Mathematical Society, , [2005]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu
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->  
Providence, Rhode Island : , : American Mathematical Society, , [2005]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui