Noncausal stochastic calculus. ([2017])

• Record Type: Book
• Further Information: Note: Shigeyoshi Ogawa.
• Other Names: Ogawa, Shigeyoshi
• Contents: 1 Introduction -- Why the Causality? -- 2 Preliminary -- Causal calculus -- 3 Noncausal Calculus -- 4 Noncausal Integral and Wiener Chaos -- 5 Noncausal SDEs -- 6 Brownian Particle Equation -- 7 Noncausal SIE -- 8 Stochastic Fourier Transformation -- 9 Appendices to Chapter 2 -- 10 Appendices 2 -- Comments and Proofs -- Index.
• Publisher Details: Tokyo : Springer
• Publication Date: 2017
• Extent: 1 online resource (xii, 210 pages)
• Subjects: 519.2/2; 510; Stochastic analysis; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Stochastic analysis; Mathematics; Mathematics, general; Electronic books
• Languages: English
• ISBNs: 9784431565765; 4431565760
• Related ISBNs: 9784431565741; 4431565744
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.