A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS

A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS

Ph.D

Saved in:
Bibliographic Details
Main Author: LIM NENG-LI
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Language:English
Published: 2017
Subjects:
Rough paths, Gaussian processes, fractional Brownian motion, Stratonovich integration, Skorohod integration
Online Access:http://scholarbank.nus.edu.sg/handle/10635/134935
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-134935
record_format dspace
spelling sg-nus-scholar.10635-1349352017-03-01T21:11:01Z A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS LIM NENG-LI MATHEMATICS SUN RONGFENG Rough paths, Gaussian processes, fractional Brownian motion, Stratonovich integration, Skorohod integration Ph.D NUS-ICL JOINT PH.D. (FoS) 2017-02-28T18:01:07Z 2017-02-28T18:01:07Z 2017-01-20 Thesis LIM NENG-LI (2017-01-20). A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/134935 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Rough paths, Gaussian processes, fractional Brownian motion, Stratonovich integration, Skorohod integration
spellingShingle Rough paths, Gaussian processes, fractional Brownian motion, Stratonovich integration, Skorohod integration
LIM NENG-LI
A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS
description Ph.D
author2 MATHEMATICS
author_facet MATHEMATICS
LIM NENG-LI
format Theses and Dissertations
author LIM NENG-LI
author_sort LIM NENG-LI
title A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS
title_short A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS
title_full A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS
title_fullStr A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS
title_full_unstemmed A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS
title_sort stratonovich - skorohod integral formula for gaussian rough paths
publishDate 2017
url http://scholarbank.nus.edu.sg/handle/10635/134935
_version_ 1681097691613888512

Similar Items