عنوان
پدید آورنده
موضوع
رده
QA274.4
QA274
.
4
کتابخانه
محل استقرار
0081023634
9780081023631
9781785482458
Stochastic analysis of mixed fractional Gaussian processes.
[Book]
London :
ISTE Press,
2018.
1 online resource
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts.
Gaussian processes.
Stochastic processes.
Gaussian processes.
MATHEMATICS / Applied.
MATHEMATICS / Probability & Statistics / General.
Stochastic processes.
MAT-- 003000
MAT-- 029000
519
.
2/4
23
QA274
.
4
Mishura, I︠U︡lii︠a︡ S.
Zili, Mounir.
20200823054517.0
pn
مطالعه متن کتاب [Book]
Y
