Generalized Functionals of Brownian Motion and Their Applications: Nonlinear Functionals of Fundamental Stochastic Processes

کتابخانه الکترونیکی دیتا ساینس

 

شناسه : Ebook-90316.2

عنوان : Generalized Functionals of Brownian Motion and Their Applications: Nonlinear Functionals of Fundamental Stochastic Processes

لینک : http://www.worldscientific.com/worldscibooks/10.1142/8251#t=aboutBook

قیمت: ۷۸۰۰ تومان (۱۰ درصد تخفیف اعضاء ویژه)

 

 

 

This invaluable research monograph presents a unified and fascinating 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. It presents a thorough and comprehensive treatment of the Wiener–Sobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology.

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