Progress in Probability Ser.: Stochastische Analyse und verwandte Themen VII :...
97,47 €
The simplest nontrivial case is that of thepath and loop space on a Lie group. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space.
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