Generalized functionals of brownian motion and their applications: nonlinear functionals of fundamental stochastic processes
Auteur :
Ahmed, N U
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814366366
Date de publication :
3 oct. 2011
Langue :
Anglais
Pays d'origine :
Singapour
A research monograph that presents a unified theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process - covering the classical Wiener - Ito class including the generalized functionals of Hida as special cases, among others.