Generalized Functionals of Brownian Motion and Their Applications - Nonlinear Functionals of Fundamental Stochastic Processes - Hardback - 2011

A research monograph that presents a unified theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process covering the classical Wiener Ito class including the generalized functionals of Hida as special cases, among others.
Year of publication: 2011
Pagination: 316 pages, black white illustrations
Format: Hardback