Non-Gaussian Selfsimilar Stochastic Processes (SpringerBriefs in Probability and Mathematical Statistics)

Tudor, Ciprian

ISBN 10: 3031337719 ISBN 13: 9783031337710

Edit� par Springer, 2023

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Synopsis :

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 class.

Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets.

The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models.

� propos de l?auteur:

Ciprian Tudor is Full Professor at the University of Lille, France. He graduated from the University of Bucharest and earned his PhD degree in probability from Universit� de La Rochelle in 2002. Following his doctorate, he held positions at the Universit� Pierre et Marie Curie (Paris 6) and at the Universit� de Panth�on-Sorbonne (Paris 1), where he obtained his Habilitation in 2006. With a research focus on stochastic processes, particularly Malliavin calculus, self-similar processes, and their applications to statistics, he has authored three monographs and more than 150 scientific publications in well-regarded journals.

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Titre : Non-Gaussian Selfsimilar Stochastic ...
�diteur : Springer
Date d'�dition : 2023
Reliure : paperback
Etat : Fine

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Non-Gaussian Selfsimilar Stochastic Processes (eng)

Tudor, Ciprian

Edit� par Springer, 2023

ISBN 10 : 3031337719 ISBN 13 : 9783031337710

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Non-Gaussian Selfsimilar Stochastic Processes

Tudor, Ciprian

Edit� par Springer, Berlin|Springer Nature Switzerland|Springer, 2023

ISBN 10 : 3031337719 ISBN 13 : 9783031337710

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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 t. N� de r�f. du vendeur 859348113

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Non-Gaussian Selfsimilar Stochastic Processes

Ciprian Tudor

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Non-Gaussian Selfsimilar Stochastic Processes (SpringerBriefs in Probability and Mathematical Statistics)

Tudor, Ciprian

Edit� par Springer, 2023

ISBN 10 : 3031337719 ISBN 13 : 9783031337710

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Non-Gaussian Selfsimilar Stochastic Processes

Ciprian Tudor

Edit� par Springer Nature Switzerland Jul 2023, 2023

ISBN 10 : 3031337719 ISBN 13 : 9783031337710

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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 class.Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets.The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models. 116 pp. Englisch. N� de r�f. du vendeur 9783031337710

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Non-Gaussian Selfsimilar Stochastic Processes

Ciprian Tudor

Edit� par Springer, Palgrave Macmillan Jul 2023, 2023

ISBN 10 : 3031337719 ISBN 13 : 9783031337710

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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 class.Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets.The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 116 pp. Englisch. N� de r�f. du vendeur 9783031337710

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Non-Gaussian Selfsimilar Stochastic Processes

Ciprian Tudor

Edit� par Springer Nature Switzerland, 2023

ISBN 10 : 3031337719 ISBN 13 : 9783031337710

Neuf Taschenbuch

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 class.Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets.The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models. N� de r�f. du vendeur 9783031337710

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