Analysis of variations for self-similar processes: a stochastic calculus approach
Auteur :
Tudor, Ciprian
Éditeur :
Springer International Publishing AG
ISBN :
9783319009353
Date de publication :
19 août 2013
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.