Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)

Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)

by Ciprian Tudor
  • List Price: $119.99
  • ISBN-10: 3319009354
  • ISBN-13: 9783319009353
  • Edition: 2013rd
  • Type: Hardcover
  • Publisher: Springer

About The Book

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in... Read more

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