Generalized functionals of Brownian motion and their applications : nonlinear functionals of fundamental stochastic processes

＜図書＞
Generalized functionals of Brownian motion and their applications : nonlinear functionals of fundamental stochastic processes

責任表示	N U Ahmed
データ種別	図書
出版情報	Singapore : World Scientific , c2012
本文言語	英語
大きさ	xiv, 299 p. : ill. ; 24 cm
概要	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 p...ocess-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. 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.続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	AHME/10/4	c2012		033212011006363		予約・取寄			予約・取寄

一般注記	Includes bibliographical references and index
著者標目	Ahmed, N. U. (Nasir Uddin)
書誌ID	1001464036
ISBN	9789814366366
NCID	BB07765969
巻冊次	ISBN:9789814366366
登録日	2012.01.06
更新日	2012.01.06