عنوان
پدید آورنده
موضوع
رده
QA274.4
QA274
.
4
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0081023634
(Number (ISBN
9780081023631
Erroneous ISBN
9781785482458
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Stochastic analysis of mixed fractional Gaussian processes.
General Material Designation
[Book]
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
London :
Name of Publisher, Distributor, etc.
ISTE Press,
Date of Publication, Distribution, etc.
2018.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource
SUMMARY OR ABSTRACT
Text of Note
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.
TOPICAL NAME USED AS SUBJECT
Gaussian processes.
Stochastic processes.
Gaussian processes.
MATHEMATICS / Applied.
MATHEMATICS / Probability & Statistics / General.
Stochastic processes.
(SUBJECT CATEGORY (Provisional
MAT-- 003000
MAT-- 029000
DEWEY DECIMAL CLASSIFICATION
Number
519
.
2/4
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA274
.
4
PERSONAL NAME - PRIMARY RESPONSIBILITY
Mishura, I︠U︡lii︠a︡ S.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Zili, Mounir.
ORIGINATING SOURCE
Date of Transaction
20200823054517.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
