**Memoirs of the American Mathematical Society**

2005;
107 pp;
Softcover

MSC: Primary 35;

Print ISBN: 978-0-8218-3649-1

Product Code: MEMO/175/826

List Price: $67.00

Individual Member Price: $40.20

**Electronic ISBN: 978-1-4704-0427-7
Product Code: MEMO/175/826.E**

List Price: $67.00

Individual Member Price: $40.20

# Large Viscous Boundary Layers for Noncharacteristic Nonlinear Hyperbolic Problems

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*Guy Métivier; Kevin Zumbrun*

This paper studies two types of integral transformation associated with fractional Brownian motion. They are applied to construct approximation schemes for fractional Brownian motion by polygonal approximation of standard Brownian motion. This approximation is the best in the sense that it minimizes the mean square error. The rate of convergence for this approximation is obtained. The integral transformations are combined with the idea of probability structure preserving mapping introduced in [48] and are applied to develop a stochastic calculus for fractional Brownian motions of all Hurst parameter \(H\in (0, 1)\). In particular we obtain Radon-Nikodym derivative of nonlinear (random) translation of fractional Brownian motion over finite interval, extending the results of [48] to general case. We obtain an integration by parts formula for general stochastic integral and an Itô type formula for some stochastic integral. The conditioning, Clark derivative, continuity of stochastic integral are also studied. As an application we study a linear quadratic control problem, where the system is driven by fractional Brownian motion.

#### Table of Contents

# Table of Contents

## Large Viscous Boundary Layers for Noncharacteristic Nonlinear Hyperbolic Problems

- Contents v6 free
- Large Viscous Boundary Layers 18 free
- 1. Introduction 18
- 2. Linear stability: the model case 1118
- 3. Pieces of paradifferential calculus 2734
- 4. L[sup(2)] and conormal estimates near the boundary 3340
- 5. Linear stability 5461
- 6. Nonlinear stability 6572
- 1. Appendix A. Kreiss symmetrizers 7279
- 2. Appendix B. Para-differential calculus 8592

- Bibliography 106113