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

Discover the intricate world of stochastic processes with "Generalized Functionals Of Brownian Motion And Their Applications: Nonlinear Functionals Of Fundamental Stochastic Processes" by esteemed authors from World Scientific Publishing Co Pte Ltd. Published in 2011, this comprehensive research monograph spans 316 pages, offering a unified theory of generalized functionals of Brownian motion alongside other essential processes such as fractional Brownian motion and Levy processes. Dive deep into the classical Wiener-Ito class and explore the generalized functionals of Hida as special cases, among others. This book is an invaluable resource for researchers and students alike, seeking to enhance their understanding of complex stochastic phenomena. Perfect for those aiming to apply these concepts in real-world scenarios, this title is a must-have for your academic library.