Tous les livres numériques de Ciprian Tudor en PDF et EPUB

2 Livre(s)
Télécharger le livre : Non-Gaussian Selfsimilar Stochastic Processes
Non-Gaussian Selfsimilar Stochastic Processes
Ciprian Tudor
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...

Editeur : Springer
Parution : 2023-07-04
PDF, ePub

53,49 €
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Télécharger le livre : Analysis of Variations for Self-similar Processes
Analysis of Variations for Self-similar Processes
Ciprian Tudor
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...

Editeur : Springer
Parution : 2013-08-13
Collection : Probability and Its Applications ePub

120,99 €
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