The Resource Analysis of variations for selfsimilar processes : a stochastic calculus approach, Ciprian Tudor
Analysis of variations for selfsimilar processes : a stochastic calculus approach, Ciprian Tudor
Resource Information
The item Analysis of variations for selfsimilar processes : a stochastic calculus approach, Ciprian Tudor represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Analysis of variations for selfsimilar processes : a stochastic calculus approach, Ciprian Tudor represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 Selfsimilar 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 selfsimilar 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 selfsimilar processes and their interrrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of selfsimilar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus
 Language
 eng
 Extent
 1 online resource (xi, 268 pages)
 Contents

 First and Second Order Quadratic Variations. WaveletType Variations
 Hermite Variations for Selfsimilar Processes
 Part I:
 Examples of Selfsimilar Processes.
 Fractional Brownian Motion and Related Processes
 Solutions to the Linear Stochastic Heat and Wave Equation
 NonGaussian Selfsimilar Processes
 Multiparameter Gaussian Processes
 Part II:
 Variations of Selfsimilar Processes: Central and NonCentral Limit Theorems.
 Isbn
 9781299857636
 Label
 Analysis of variations for selfsimilar processes : a stochastic calculus approach
 Title
 Analysis of variations for selfsimilar processes
 Title remainder
 a stochastic calculus approach
 Statement of responsibility
 Ciprian Tudor
 Language
 eng
 Summary
 Selfsimilar 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 selfsimilar 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 selfsimilar processes and their interrrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of selfsimilar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus
 Cataloging source
 GW5XE
 http://library.link/vocab/creatorDate
 1973
 http://library.link/vocab/creatorName
 Tudor, Ciprian
 Dewey number
 519.2/3
 Illustrations
 illustrations
 Index
 index present
 LC call number
 QA274.9
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 Series statement
 Probability and Its Applications,
 http://library.link/vocab/subjectName

 Selfsimilar processes
 Calculus of variations
 MATHEMATICS
 MATHEMATICS
 Calculus of variations
 Selfsimilar processes
 Label
 Analysis of variations for selfsimilar processes : a stochastic calculus approach, Ciprian Tudor
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 First and Second Order Quadratic Variations. WaveletType Variations
 Hermite Variations for Selfsimilar Processes
 Part I:
 Examples of Selfsimilar Processes.
 Fractional Brownian Motion and Related Processes
 Solutions to the Linear Stochastic Heat and Wave Equation
 NonGaussian Selfsimilar Processes
 Multiparameter Gaussian Processes
 Part II:
 Variations of Selfsimilar Processes: Central and NonCentral Limit Theorems.
 Control code
 857431888
 Dimensions
 unknown
 Extent
 1 online resource (xi, 268 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9781299857636
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9783319009360
 Other physical details
 illustrations.
 http://library.link/vocab/ext/overdrive/overdriveId
 517014
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)857431888
 Label
 Analysis of variations for selfsimilar processes : a stochastic calculus approach, Ciprian Tudor
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 First and Second Order Quadratic Variations. WaveletType Variations
 Hermite Variations for Selfsimilar Processes
 Part I:
 Examples of Selfsimilar Processes.
 Fractional Brownian Motion and Related Processes
 Solutions to the Linear Stochastic Heat and Wave Equation
 NonGaussian Selfsimilar Processes
 Multiparameter Gaussian Processes
 Part II:
 Variations of Selfsimilar Processes: Central and NonCentral Limit Theorems.
 Control code
 857431888
 Dimensions
 unknown
 Extent
 1 online resource (xi, 268 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9781299857636
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9783319009360
 Other physical details
 illustrations.
 http://library.link/vocab/ext/overdrive/overdriveId
 517014
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)857431888
Subject
 Calculus of variations
 MATHEMATICS  Applied
 MATHEMATICS  Probability & Statistics  General
 Selfsimilar processes
 Selfsimilar processes
 Selfsimilar processes
 Calculus of variations
 Calculus of variations
Member of
 Probability and its applications (SpringerVerlag)
 Probability and its applications (SpringerVerlag),
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