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Ogawa, Shigeyoshi

Noncausal Stochastic Calculus

Ogawa, Shigeyoshi - Noncausal Stochastic Calculus, ebook

130,70€

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ISBN: 9784431565765
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Table of contents

1. Introduction – Why the Causality?
Shigeyoshi Ogawa

2. Preliminary – Causal Calculus
Shigeyoshi Ogawa

3. Noncausal Calculus
Shigeyoshi Ogawa

4. Noncausal Integral and Wiener Chaos
Shigeyoshi Ogawa

5. Noncausal SDEs
Shigeyoshi Ogawa

6. Brownian Particle Equation
Shigeyoshi Ogawa

7. Noncausal SIE
Shigeyoshi Ogawa

8. Stochastic Fourier Transformation
Shigeyoshi Ogawa

9. Appendices to Chapter 2
Shigeyoshi Ogawa

10. Appendices 2 – Comments and Proofs
Shigeyoshi Ogawa

Keywords: Mathematics, Mathematics, general

Author(s)
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9784431565765
Printed ISBN
978-4-431-56574-1

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