Stochastic analysis for Gaussian random processes and fields: with applications (Q5255014)

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scientific article; zbMATH DE number 6445035
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    Stochastic analysis for Gaussian random processes and fields: with applications
    scientific article; zbMATH DE number 6445035

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      11 June 2015
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      Gaussian processes
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      Gaussian random fields
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      Skorokhod integral
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      Itō integral
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      Mallivian calculus
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      reproducing kernel Hilbert spaces
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      Schwartz space
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      fractional Brownian motion
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      mathematical finance
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