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Description du livre Gebunden. Etat : New. N° de réf. du vendeur 4495999
Description du livre Hardcover. Etat : new. N° de réf. du vendeur 9783319009353
Description du livre Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises. In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus. 280 pp. Englisch. N° de réf. du vendeur 9783319009353
Description du livre Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises. In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus. N° de réf. du vendeur 9783319009353
Description du livre Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. N° de réf. du vendeur ria9783319009353_lsuk
Description du livre Etat : New. In English. N° de réf. du vendeur ria9783319009353_new
Description du livre Hardcover. Etat : Brand New. 2013 edition. 250 pages. 9.25x6.25x0.75 inches. In Stock. N° de réf. du vendeur x-3319009354
Description du livre Etat : New. N° de réf. du vendeur ABLIING23Mar3113020085882