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Analysis of Variations for Self-similar Processes
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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