Title Integral transformations and anticipative calculus for fractional Brownian motions / Yaozhong Hu

Published Providence, R.I. : American Mathematical Society, ©2005

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Description 1 online resource (vii, 127 pages) Series Memoirs of the American Mathematical Society, 1947-6221 ; v. 825 Memoirs of the American Mathematical Society ; no. 825. 0065-9266 Contents 1. Introduction 2. Representations 3. Induced transformation I 4. Approximation 5. Induced transformation II 6. Stochastic calculus of variation 7. Stochastic integration 8. Nonlinear translation (absolute continuity) 9. Conditional expectation 10. Integration by parts 11. Composition (Itô formula) 12. Clark type representation 13. Continuation 14. Stochastic control 15. Appendix Summary Introduction Representations Induced transformation I Approximation Induced transformation II Stochastic calculus of variation Stochastic integration Nonlinear translation (Absolute continuity) Conditional expectation Integration by parts Composition (Ito formula) Clark type representation Continuation Stochastic control Appendix Bibliography Notes "Volume 175, number 825 (first of 4 numbers)." Bibliography Includes bibliographical references (pages 123-127) Notes Print version record Subject Stochastic integrals. Gaussian processes. Fractional calculus. Integral transforms. Fractional calculus Gaussian processes Integral transforms Stochastic integrals Form Electronic book ISBN 9781470404260 1470404265

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