
Analysis of Variations for Self-similar Processes
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.
- Alaotsikko
- A Stochastic Calculus Approach
- Kirjailija
- Ciprian Tudor
- Painos
- Softcover reprint of the original 1st ed. 2013
- ISBN
- 9783319033686
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 14.8.2015
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 268