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Analysis of Variations for Self-similar Processes A Stochastic Calculus Approach /

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 analy...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Tudor, Ciprian (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:Probability and Its Applications
Temas:
Acceso en línea:Texto Completo