Related Books

Stochastic Analysis of Mixed Fractional Gaussian Processes
Language: en
Pages: 212

Stochastic Analysis of Mixed Fractional Gaussian Processes

Authors: Yuliya Mishura
Categories: Mathematics
Type: BOOK - Published: 2018-05-26 - Publisher: Elsevier

DOWNLOAD EBOOK

Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particu
Stochastic Calculus for Fractional Brownian Motion and Related Processes
Language: en
Pages: 411

Stochastic Calculus for Fractional Brownian Motion and Related Processes

Authors: Yuliya Mishura
Categories: Mathematics
Type: BOOK - Published: 2008-01-02 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probabilit
Stochastic Analysis for Gaussian Random Processes and Fields
Language: en
Pages: 200

Stochastic Analysis for Gaussian Random Processes and Fields

Authors: Vidyadhar S. Mandrekar
Categories: Mathematics
Type: BOOK - Published: 2015-06-23 - Publisher: CRC Press

DOWNLOAD EBOOK

Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting prob
Contributions to Stochastic Analysis
Language: en
Pages: 166

Contributions to Stochastic Analysis

Authors: Giulia Binotto
Categories:
Type: BOOK - Published: 2018 - Publisher:

DOWNLOAD EBOOK

The aim of this dissertation is to present some new results on stochastic analysis. It consists on three works that deal with two Gaussian processes: the Browni
Stochastic Analysis
Language: en
Pages: 228

Stochastic Analysis

Authors: Jean-Pierre Fouque
Categories: Measure theory
Type: BOOK - Published: 1996 - Publisher:

DOWNLOAD EBOOK

Theme: Illdy.