Generalized Functionals Of Brownian Motion And Their Applications: Nonlinear Functionals Of Fundamental Stochastic Processes

Nasir Uddin (Univ Of Ottawa, Canada) Ahmed

World Scientific Publishing Co Pte Ltd, 2011

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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.

ISBN-13
9789814366366
ISBN-10
9814366366
Publisher
World Scientific Publishing Co Pte Ltd
Year
2011
Publication date
2011-10-03
Pages
316
Dimensions
227x163x22
Weight
586