Integral Transformations and Anticipative Calculus for Fractional Brownian Motions. (Record no. 69667)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03752nam a22004813i 4500 |
| 001 - CONTROL NUMBER | |
| control field | EBC3114136 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MiAaPQ |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240729124601.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240724s2005 xx o ||||0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781470404260 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780821837047 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (MiAaPQ)EBC3114136 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (Au-PeEL)EBL3114136 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaPaEBR)ebr11039755 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)922981715 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MiAaPQ |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | MiAaPQ |
| Modifying agency | MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.22 -- .H8 2005eb |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 510 s;519.2/2 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hu, Yaozhong. |
| 245 10 - TITLE STATEMENT | |
| Title | Integral Transformations and Anticipative Calculus for Fractional Brownian Motions. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Providence : |
| Name of producer, publisher, distributor, manufacturer | American Mathematical Society, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2005. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Date of production, publication, distribution, manufacture, or copyright notice | ©2005. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (144 pages) |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Memoirs of the American Mathematical Society ; |
| Volume/sequential designation | v.175 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Intro -- 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 -- 6.3. Stochastic Integral for General Integrands -- 6.4. Malliavin Derivatives -- 6.5. Note on Stochastic Integral for ffim -- Chapter 7. Stochastic Integration -- 7.1. Existence and Examples -- 7.2. Stochastic Integral ∫[sup(a)][sub(0)] f(t)dB[sup(H)][sub(t)] of different upper limits -- 7.3. An L[sub(p)]estimate -- 7.4. An Example -- Chapter 8. Nonlinear Translation (Absolute Continuity) -- Chapter 9. Conditional Expectation -- Chapter 10. Integration By Parts -- Chapter 11. Composition (ltô Formula) -- Chapter 12. Clark Type Representation -- Chapter 13. Continuation -- Chapter 14. Stochastic Control -- Chapter 15. Appendix -- Bibliography. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on publisher supplied metadata and other sources. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic integrals. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Gaussian processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Fractional calculus. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Integral transforms. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Hu, Yaozhong |
| Title | Integral Transformations and Anticipative Calculus for Fractional Brownian Motions |
| Place, publisher, and date of publication | Providence : American Mathematical Society,c2005 |
| International Standard Book Number | 9780821837047 |
| 797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) | |
| Corporate name or jurisdiction name as entry element | ProQuest (Firm) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Memoirs of the American Mathematical Society |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3114136">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3114136</a> |
| Public note | Click to View |
No items available.