Filteren
Sorteren
4 resultaten
paperbackEngels9783031337710
5-7-2023
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. Meer
gebondenEngels9783319009353
19-8-2013
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. Meer
paperbackEngels9783319033686
14-8-2015
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. Meer
GebondenEngels9789811264450
24-11-2022