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Analysis Of Variations For Self-Similar Processes

A Stochastic Calculus Approach

by Ciprian Tudor
language: english
Publisher: Springer International Publishing AG, August of 2015 ‧
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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.

Analysis Of Variations For Self-Similar Processes

A Stochastic Calculus Approach

by Ciprian Tudor

Property Description
ISBN: 9783319033686
Publisher: Springer International Publishing AG
Release Date: August of 2015
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 268
Format: Book
Collection: Probability And Its Applications
Categories: Books in English > Science > Mathematics
EAN: 9783319033686

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