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...
Clasificación: | Libro Electrónico |
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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 |
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