[PDF.20ec] Generalized Functionals of Brownian Motion and Their Appliations: Nonlinear Functionals of Fundamental Stochastic Processes

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 applicatio...

You can specify the type of files you want, for your gadget.Generalized Functionals of Brownian Motion and Their Appliations: Nonlinear Functionals of Fundamental Stochastic Processes   |  N U Ahmed. I really enjoyed this book and have already told so many people about it!