Noncausal Stochastic Calculus

by Shigeyoshi Ogawa

Book Overview

1 Introduction - Why the Causality?.- 2 Preliminary - Causal calculus.- 3 Noncausal Calculus.- 4 Noncausal Integral and Wiener Chaos.- 5 Noncausal SDEs.- 6 Brownian Particle Equation.- 7 Noncausal SIE.- 8 Stochastic Fourier Transformation.- 9 Appendices to Chapter 2.- 10 Appendices 2 - Comments and Proofs.- Index.

• Format: Hardcover
• Language: English
• ISBN: 4431565744
• ISBN13: 9784431565741
• Release Date: August 2017
• Publisher: Springer
• Length: 210 Pages
• Weight: 1.08 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"