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Progress in Probability Ser.: Stochastic Analysis and Related Topics VII :...
- Item No : 197384345094
- Condition : Brand New
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- Seller : shfnbookstore
- Current Bid : US $104.00
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* Item Description
- The simplest nontrivial case is that of thepath and loop space on a Lie group. 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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