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1.

電子ブック
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1. Stochastic Calculus for Fractional Brownian Motion and Applications
by Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang
出版情報: London : Springer-Verlag London Limited, 2008
シリーズ名: Probability and Its Applications ;
オンライン: http://dx.doi.org/10.1007/978-1-84628-797-8
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2.

電子ブック
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2. Malliavin Calculus and Stochastic Analysis : A Festschrift in Honor of David Nualart
edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart
出版情報: Boston, MA : Springer US : Imprint: Springer, 2013
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 34
オンライン: http://dx.doi.org/10.1007/978-1-4614-5906-4
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目次情報: 続きを見る
An Application of Gaussian Measures to Functional Analysis
Stochastic Taylor Formulas and Riemannian Geometry
Local invertibility of adapted shifts on Wiener Space and related topics
Dilation vector field on Wiener space
The calculus of differentials for the weak Stratonovich integral
Large deviations for Hilbert space valued Wiener processes: a sequence space approach
Stationary distributions for jump processes with inert drift
An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure
Escape probability for stochastic dynamical systems with jumps
On Stochastic Navier-Stokes Equation Driven by Stationary White Noise
Intermittency and chaos for a non-linear stochastic wave equation in dimension 1
Generalized stochastic heat equations
Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs
Stationarity of the solution for the semilinear stochastic integral equation on the whole real line
A strong approximation of sub-fractional Brownian motion by means of transport processes
Malliavin calculus for fractional heat equation
Parameter estimation for alpha-fractional bridges
Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion
Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations
The effect of competition on the height and length of the forest of genealogical trees of a large population
Linking progressive and initial filtration expansions
A Malliavin calculus approach to general stochastic differential games with partial information
Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words
A short rate model using ambit processes
Parametric regularity of the conditional expectations via the Malliavin calculus and applications
An Application of Gaussian Measures to Functional Analysis
Stochastic Taylor Formulas and Riemannian Geometry
Local invertibility of adapted shifts on Wiener Space and related topics