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...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Cham :
Springer International Publishing
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2013. |
| Collection: | Probability and Its Applications
|
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Analysis of Variations for Self-similar Processes, Texte imprimé, 9783319033686 • Analysis of Variations for Self-similar Processes, Texte imprimé, 9783319009377 • Analysis of variations for self-similar processes, a stochastic calculus approach, Ciprian A. Tudor, Cham, Springer, 2013, 1 vol. (XI-268 p.), Probability and its applications, 978-3-319-00935-3 |