
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.
- Undertittel
- A Stochastic Calculus Approach
- Forfatter
- Ciprian Tudor
- Opplag
- Softcover reprint of the original 1st ed. 2013
- ISBN
- 9783319033686
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 14.8.2015
- Antall sider
- 268
