000			03752nam a22004813i 4500
001			EBC3114136
003			MiAaPQ
005			20240729124601.0
006			m o d |
007			cr cnu||||||||
008			240724s2005 xx o ||||0 eng d
020			_a9781470404260 _q(electronic bk.)
020			_z9780821837047
035			_a(MiAaPQ)EBC3114136
035			_a(Au-PeEL)EBL3114136
035			_a(CaPaEBR)ebr11039755
035			_a(OCoLC)922981715
040			_aMiAaPQ _beng _erda _epn _cMiAaPQ _dMiAaPQ
050		4	_aQA274.22 -- .H8 2005eb
082	0		_a510 s;519.2/2
100	1		_aHu, Yaozhong.
245	1	0	_aIntegral Transformations and Anticipative Calculus for Fractional Brownian Motions.
250			_a1st ed.
264		1	_aProvidence : _bAmerican Mathematical Society, _c2005.
264		4	_c©2005.
300			_a1 online resource (144 pages)
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aMemoirs of the American Mathematical Society ; _vv.175
505	0		_aIntro -- Contents -- Abstract -- Chapter 1. Introduction -- Chapter 2. Representations -- Chapter 3. Induced Transformation I -- Chapter 4. Approximation -- 4.1. Rate of Convergence When 0 &lt -- H &lt -- 1/2 -- 4.2. Rate of Convergence When 1/2 &lt -- H &lt -- 1 -- 4.3. Higher Order of Convergence When 3/4 &lt -- H &lt -- 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 &lt -- H &lt -- 1 -- 5.4. T[sub(H,T)]B[sub(H,T)] for 1/2 &lt -- H &lt -- 1 -- 5.5. B[sub(H,T)]T[sub(H,T)] for 0 &lt -- H &lt -- 1/2 -- 5.6. T[sub(H,T)]B[sub(H,T)] for 0 &lt -- H &lt -- 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			_aDescription based on publisher supplied metadata and other sources.
590			_aElectronic 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	_aStochastic integrals.
650		0	_aGaussian processes.
650		0	_aFractional calculus.
650		0	_aIntegral transforms.
655		4	_aElectronic books.
776	0	8	_iPrint version: _aHu, Yaozhong _tIntegral Transformations and Anticipative Calculus for Fractional Brownian Motions _dProvidence : American Mathematical Society,c2005 _z9780821837047
797	2		_aProQuest (Firm)
830		0	_aMemoirs of the American Mathematical Society
856	4	0	_uhttps://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3114136 _zClick to View
999			_c69667 _d69667