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6 produkter
Non-Gaussian Selfsimilar Stochastic Processes
Häftad, 2023
551 kr
Lägg i varukorg
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and …
Non-Gaussian Selfsimilar Stochastic Processes
E-bok, 2023
718 kr
Lägg i varukorg
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and …
Analysis of Variations for Self-similar Processes
A Stochastic Calculus Approach
Inbunden, 2013
1207 kr
Lägg i varukorg
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic …
Analysis of Variations for Self-similar Processes
A Stochastic Calculus Approach
E-bok, 2013
1622 kr
Lägg i varukorg
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic …
Analysis of Variations for Self-similar Processes
A Stochastic Calculus Approach
Häftad, 2015
1207 kr
Lägg i varukorg
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic …
