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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...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Edition: | 1st ed. 2013. |
| Series: | Probability and Its Applications
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| Subjects: | |
| Online Access: | Texto Completo |