9789814366366 - Generalized Functionals of Brownian Motion and Their Applications: Nonlinear Functionals of Fundamental Stochastic Processes by Ahmed Nasir Uddin (14 results)
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Language: English
Published by World Scientific Publishing Company, Incorporated 2011
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Condition: New. pp. xiv + 299 1st edition.
Language: English
Published by World Scientific Publishing Company, Incorporated 2011
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 - I…to class including the generalized funct.
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Buch. Condition: Neu. GENERAL FUNCT OF BROWNIAN MOTION & APPL | Ahmed N U | Buch | Gebunden | Englisch | 2011 | World Scientific | EAN 9789814366366 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 cla…ss 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. The monograph develops the notions of compactness and weak compactness on these abstract Fock spaces and their duals, clearly demonstrating their nontrivial applications to stochastic differential equations in finite and infinite dimensional Hilbert spaces, optimization and optimal control problems.
