0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

Buy Now

Analysis of Variations for Self-similar Processes - A Stochastic Calculus Approach (Hardcover, 2013 ed.) Loot Price: R4,112
Discovery Miles 41 120
Analysis of Variations for Self-similar Processes - A Stochastic Calculus Approach (Hardcover, 2013 ed.): Ciprian Tudor

Analysis of Variations for Self-similar Processes - A Stochastic Calculus Approach (Hardcover, 2013 ed.)

Ciprian Tudor

Series: Probability and Its Applications

 (sign in to rate)
Loot Price R4,112 Discovery Miles 41 120 | Repayment Terms: R385 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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 analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises.

In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus. "

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Probability and Its Applications
Release date: August 2013
First published: 2013
Authors: Ciprian Tudor
Dimensions: 235 x 155 x 17mm (L x W x T)
Format: Hardcover
Pages: 268
Edition: 2013 ed.
ISBN-13: 978-3-319-00935-3
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Promotions
LSN: 3-319-00935-4
Barcode: 9783319009353

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Best Books gegradeerde leesreeks: Vlak 1…
Best Books Paperback R90 R85 Discovery Miles 850
Stochastic Processes and Their…
Christo Ananth, N. Anbazhagan, … Hardcover R7,253 Discovery Miles 72 530
Special Functions Of Fractional…
Trifce Sandev, Alexander Iomin Hardcover R2,577 Discovery Miles 25 770
Stochastic Komatu-loewner Evolutions
Zhen-Qing Chen, Masatoshi Fukushima, … Hardcover R2,567 Discovery Miles 25 670
Hidden Link Prediction in Stochastic…
Babita Pandey, Aditya Khamparia Hardcover R5,251 Discovery Miles 52 510
Stochastic Partial Differential…
Ciprian A. Tudor Hardcover R2,063 Discovery Miles 20 630
A First Course in Stochastic Calculus
Louis-Pierre Arguin Paperback R2,233 Discovery Miles 22 330
Optimal Input Signals for Parameter…
Ewaryst Rafajlowicz Hardcover R3,657 Discovery Miles 36 570
Informal Introduction To Stochastic…
Ovidiu Calin Hardcover R2,451 Discovery Miles 24 510
Informal Introduction To Stochastic…
Ovidiu Calin Paperback R1,276 Discovery Miles 12 760
Elementary Introduction To Stochastic…
Nicolas Privault Hardcover R2,227 Discovery Miles 22 270
Simulating Copulas: Stochastic Models…
Matthias Scherer, Jan-Frederik Mai Hardcover R2,864 Discovery Miles 28 640

See more

Partners