The Resource Selected aspects of fractional Brownian motion, Ivan Nourdin
Selected aspects of fractional Brownian motion, Ivan Nourdin
Resource Information
The item Selected aspects of fractional Brownian motion, Ivan Nourdin 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 Selected aspects of fractional Brownian motion, Ivan Nourdin 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
 Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium or longmemory property which is in sharp contrast with martingales and Markov processes. FBm has become a popular choice for applications where classical processes cannot model these nontrivial properties; for instance long memory, which is also known as persistence, is of fundamental importance for financial data and in internet traffic. The mathematical theory of fBm is currently being developed vigorously by a number of stochastic analysts, in various directions, using complementary and sometimes competing tools. This book is concerned with several aspects of fBm, including the stochastic integration with respect to it, the study of its supremum and its appearance as limit of partial sums involving stationary sequences, to name but a few. The book is addressed to researchers and graduate students in probability and mathematical statistics. With very few exceptions (where precise references are given), every stated result is proved
 Language
 eng
 Extent
 1 online resource (x, 122 pages).
 Contents

 Preliminaries
 Fractional Brownian Motion
 Integration with Respect to Fractional Brownian Motion
 Supremum of the Fractional Brownian Motion
 Malliavin Calculus in a Nutshell
 Central Limit Theorem on the Wiener Space
 Weak Convergence of Partial Sums of Stationary Sequences
 NonCommutative Fractional Brownian Motion
 Isbn
 9781299198111
 Label
 Selected aspects of fractional Brownian motion
 Title
 Selected aspects of fractional Brownian motion
 Statement of responsibility
 Ivan Nourdin
 Subject

 Brownian motion processes
 Brownian motion processes
 Distribution (Probability theory)
 Finance.
 Fractional calculus
 Fractional calculus
 Fractional calculus
 MATHEMATICS  Probability & Statistics  Stochastic Processes
 Mathematical Concepts
 Mathematics
 Mathematics.
 Probability
 Probability Theory and Stochastic Processes.
 Quantitative Finance.
 Stochastic Processes
 Brownian motion processes
 Language
 eng
 Summary
 Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium or longmemory property which is in sharp contrast with martingales and Markov processes. FBm has become a popular choice for applications where classical processes cannot model these nontrivial properties; for instance long memory, which is also known as persistence, is of fundamental importance for financial data and in internet traffic. The mathematical theory of fBm is currently being developed vigorously by a number of stochastic analysts, in various directions, using complementary and sometimes competing tools. This book is concerned with several aspects of fBm, including the stochastic integration with respect to it, the study of its supremum and its appearance as limit of partial sums involving stationary sequences, to name but a few. The book is addressed to researchers and graduate students in probability and mathematical statistics. With very few exceptions (where precise references are given), every stated result is proved
 Cataloging source
 GW5XE
 http://library.link/vocab/creatorName
 Nourdin, Ivan
 Dewey number
 519.2/33
 Index
 index present
 Language note
 English
 LC call number
 QA274.75
 LC item number
 .N68 2012
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 Series statement
 B & SS,
 http://library.link/vocab/subjectName

 Brownian motion processes
 Fractional calculus
 Mathematical Concepts
 Mathematics
 Probability
 Stochastic Processes
 MATHEMATICS
 Brownian motion processes
 Fractional calculus
 Label
 Selected aspects of fractional Brownian motion, Ivan Nourdin
 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

 Preliminaries
 Fractional Brownian Motion
 Integration with Respect to Fractional Brownian Motion
 Supremum of the Fractional Brownian Motion
 Malliavin Calculus in a Nutshell
 Central Limit Theorem on the Wiener Space
 Weak Convergence of Partial Sums of Stationary Sequences
 NonCommutative Fractional Brownian Motion
 Control code
 826637245
 Dimensions
 unknown
 Extent
 1 online resource (x, 122 pages).
 File format
 unknown
 Form of item
 online
 Isbn
 9781299198111
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9788847028234
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)826637245
 Label
 Selected aspects of fractional Brownian motion, Ivan Nourdin
 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

 Preliminaries
 Fractional Brownian Motion
 Integration with Respect to Fractional Brownian Motion
 Supremum of the Fractional Brownian Motion
 Malliavin Calculus in a Nutshell
 Central Limit Theorem on the Wiener Space
 Weak Convergence of Partial Sums of Stationary Sequences
 NonCommutative Fractional Brownian Motion
 Control code
 826637245
 Dimensions
 unknown
 Extent
 1 online resource (x, 122 pages).
 File format
 unknown
 Form of item
 online
 Isbn
 9781299198111
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9788847028234
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)826637245
Subject
 Brownian motion processes
 Brownian motion processes
 Distribution (Probability theory)
 Finance.
 Fractional calculus
 Fractional calculus
 Fractional calculus
 MATHEMATICS  Probability & Statistics  Stochastic Processes
 Mathematical Concepts
 Mathematics
 Mathematics.
 Probability
 Probability Theory and Stochastic Processes.
 Quantitative Finance.
 Stochastic Processes
 Brownian motion processes
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/SelectedaspectsoffractionalBrownianmotion/mcH1iL2DYDw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/SelectedaspectsoffractionalBrownianmotion/mcH1iL2DYDw/">Selected aspects of fractional Brownian motion, Ivan Nourdin</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>