Selected Papers of Takeyiki Hida
Contributors: H. H. Kuo (Editor); N. Obata (Editor); K. Saito (Editor); L. Streit (Editor); Si Si (Editor)
Edition: 1st edition
Publisher: World Scientific Publishing Company
Published: April 2001
Language: eng
Format: Hardcover
Number of pages: 480
ISBN-13: 9789810243333
Subjects: Applied mathematics; Functional analysis; Probability & statistics; Theoretical methods; Probability & Statistics - General; Mathematics; Stochastic processes; Science/Mathematics
First sentence: Let B(t) = B(t, w), t T, interval R, w (P), denote the standard Brownian motion, namely {B(t)} is a Gaussian process with E(B(t)) = 0 and E{B(t)B(s)} = 1/2(|t| + |s| - |t - s|).