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Stochastic analysis of mixed fractional Gaussian processes.
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic in...
| Clasificación: | Libro Electrónico |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London :
ISTE Press,
2018.
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| Acceso en línea: | Texto completo |