Integral transformations and anticipative calculus for fractional Brownian motions/

Hu, Yao-Zhong

Integral transformations and anticipative calculus for fractional Brownian motions/ Yaozhong Hu. - Providence, R.I.: American Mathematical Society, 2005. - vii, 127 p.; 26 cm. - Memoirs of the American Mathematical Society, no. 825 0065-9266; .

"Volume 175, number 825 (first of 4 numbers)."

Includes bibliographical references (p. 123-127).

0821837044 (alk. paper)

00504198


Stochastic integrals.
Gaussian processes.
Fractional calculus.
Integral transforms.

510 s 519.2/2
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