Integral transformations and anticipative calculus for fractional Brownian motions /
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Author / Creator: | Hu, Yaozhong, 1961- |
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Imprint: | Providence, R.I. : American Mathematical Society, 2005. |
Description: | vii, 127 p. ; 26 cm. |
Language: | English |
Series: | Memoirs of the American Mathematical Society, 0065-9266 ; no. 825 |
Subject: | Stochastic integrals. Gaussian processes. Fractional calculus. Integral transforms. Fractional calculus. Gaussian processes. Integral transforms. Stochastic integrals. |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5616244 |
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100 | 1 | |a Hu, Yaozhong, |d 1961- |0 http://id.loc.gov/authorities/names/n2005002053 |1 http://viaf.org/viaf/24001324 | |
245 | 1 | 0 | |a Integral transformations and anticipative calculus for fractional Brownian motions / |c Yaozhong Hu. |
260 | |a Providence, R.I. : |b American Mathematical Society, |c 2005. | ||
300 | |a vii, 127 p. ; |c 26 cm. | ||
336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
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440 | 0 | |a Memoirs of the American Mathematical Society, |x 0065-9266 ; |v no. 825 | |
500 | |a "Volume 175, number 825 (first of 4 numbers)." | ||
504 | |a Includes bibliographical references. | ||
650 | 0 | |a Stochastic integrals. |0 http://id.loc.gov/authorities/subjects/sh85067115 | |
650 | 0 | |a Gaussian processes. |0 http://id.loc.gov/authorities/subjects/sh85053558 | |
650 | 0 | |a Fractional calculus. |0 http://id.loc.gov/authorities/subjects/sh93004015 | |
650 | 0 | |a Integral transforms. |0 http://id.loc.gov/authorities/subjects/sh85067098 | |
650 | 7 | |a Fractional calculus. |2 fast |0 http://id.worldcat.org/fast/fst00933515 | |
650 | 7 | |a Gaussian processes. |2 fast |0 http://id.worldcat.org/fast/fst00939020 | |
650 | 7 | |a Integral transforms. |2 fast |0 http://id.worldcat.org/fast/fst00975517 | |
650 | 7 | |a Stochastic integrals. |2 fast |0 http://id.worldcat.org/fast/fst01133512 | |
901 | |a Analytic | ||
903 | |a HeVa | ||
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