Generalized Functionals Of Brownian Motion And Their Applications: Nonlinear Functionals Of Fundamental Stochastic Processes
Samenvatting
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.