Yaozhong Hu – författare
Visar alla böcker från författaren Yaozhong Hu. Handla med fri frakt och snabb leverans.
8 produkter
Malliavin Calculus and Stochastic Analysis
A Festschrift in Honor of David Nualart
Av Frederi Viens, Jin Feng m. fl.
Inbunden, 2013
1096 kr
Lägg i varukorg
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David …
Malliavin Calculus and Stochastic Analysis
A Festschrift in Honor of David Nualart
Av Eulalia Nualart, Yaozhong Hu m. fl.
E-bok, 2013
1427 kr
Lägg i varukorg
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David …
Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equations
Av Le Chen, Yaozhong Hu m. fl.
Häftad, 2022
1026 kr
Lägg i varukorg
In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone condition for the diffusion coefficient, we establish the …
Malliavin Calculus and Stochastic Analysis
A Festschrift in Honor of David Nualart
Av Frederi Viens, Jin Feng m. fl.
Häftad, 2015
1089 kr
Lägg i varukorg
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David …
Stochastic Calculus for Fractional Brownian Motion and Applications
Av Tusheng Zhang, Bernt oksendal m. fl.
E-bok, 2008
1785 kr
Lägg i varukorg
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for …
Stochastic Calculus for Fractional Brownian Motion and Applications
Av Francesca Biagini, Yaozhong Hu m. fl.
Häftad, 2010
1423 kr
Lägg i varukorg
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for …
Stochastic Calculus for Fractional Brownian Motion and Applications
Av Francesca Biagini, Yaozhong Hu m. fl.
Inbunden, 2008
1423 kr
Lägg i varukorg
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for …
ANALYSIS ON GAUSSIAN SPACES
Av Yaozhong Hu
Inbunden, 2016
2481 kr
Lägg i varukorg
"Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on nonlinear Gaussian functionals. In addition, it covers some topics that are not frequently encountered in other treatments, such as …
