Integral Transformations and Anticipative Calculus for Fractional Brownian Motions

Released on by Yaozhong Hu
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  • Integral Transformations and Anticipative Calculus for Fractional Brownian Motions Book Detail

  • Author : Yaozhong Hu
  • Release Date : 2005
  • Publisher : American Mathematical Soc.
  • Genre : Mathematics
  • Pages : 144
  • ISBN 13 : 0821837044
  • File Size : 29,29 MB
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Integral Transformations and Anticipative Calculus for Fractional Brownian Motions by Yaozhong Hu PDF Summary

Book Description: A paper that studies two types of integral transformation associated with fractional Brownian motion. They are applied to construct approximation schemes for fractional Brownian motion by polygonal approximation of standard Brownian motion. This approximation is the best in the sense that it minimizes the mean square error.

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