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Stochastic Analysis and Related Topics : Proceedings of the 7th Silivri Workshop (Progress in Probability)

Decreusefond, Laurent (EDT)/ Ksendal, B. K. (EDT)/ Ustunel, A. S. (EDT
201.41 SGD
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181.27
English

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A thorough survey is given of stochas­ tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log­ Sobolev inequality on the Wiener space.

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