Analysis of variations for self-similar processes a stochastic calculus approach /
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 analy...
| Main Author: | Tudor, Ciprian, 1973- |
|---|---|
| Other Authors: | SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
2013.
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| Physical Description: |
1 online resource (xi, 268 pages) : illustrations. |
| Series: |
Probability and its applications (Springer-Verlag).
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| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |