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Non-Gaussian Selfsimilar Stochastic Processes (1st ed. 2023) Loot Price: R1,543
Discovery Miles 15 430
Non-Gaussian Selfsimilar Stochastic Processes (1st ed. 2023): Ciprian Tudor

Non-Gaussian Selfsimilar Stochastic Processes (1st ed. 2023)

Ciprian Tudor

Series: SpringerBriefs in Probability and Mathematical Statistics

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Loot Price R1,543 Discovery Miles 15 430 | Repayment Terms: R145 pm x 12*

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This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class.  Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets. The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: SpringerBriefs in Probability and Mathematical Statistics
Release date: July 2023
First published: 2023
Authors: Ciprian Tudor
Dimensions: 235 x 155mm (L x W)
Pages: 101
Edition: 1st ed. 2023
ISBN-13: 978-3-03-133771-0
Categories: Books
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LSN: 3-03-133771-9
Barcode: 9783031337710

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