Integral transformations and anticipative calculus for fractional Brownian motions
By: Yaozhong Hu
Series: Memoirs of the American Mathematical Society -- v. 825; Memoirs of the American Mathematical Society -- no. 825
Publisher: American Mathematical Society
Published: 2005
Place of publication: Providence, R.I
Language: eng
Format: [electronic resource]
Number of pages: 127
ISBN-13: 9781470404260
Subjects: Fractional calculus; Gaussian processes; Integral transforms; Stochastic integrals
Notes: "Volume 175, number 825 (first of 4 numbers)."

Includes bibliographical references (p. 123-127).

Mode of access: World Wide Web.

Description based on print version record.