Integral Transformations and Anticipative Calculus for Fractional Brownian Motions

Download or Read eBook Integral Transformations and Anticipative Calculus for Fractional Brownian Motions PDF written by Yaozhong Hu and published by American Mathematical Soc.. This book was released on 2005 with total page 144 pages. Available in PDF, EPUB and Kindle.

Author	: Yaozhong Hu
Publisher	: American Mathematical Soc.
Total Pages	: 144
Release	: 2005
ISBN-10	: 9780821837047
ISBN-13	: 0821837044
Rating	: 4/5 (47 Downloads)

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Book Synopsis Integral Transformations and Anticipative Calculus for Fractional Brownian Motions by : Yaozhong Hu

Book excerpt: 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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