02162nam0 2200493 i 450 VAN006519220221206021520.969978-03-87305-30-120080725d2006 |0itac50 baengUS|||| |||||ˆA ‰course in calculus and real analysisSudhir R. Ghorpade, Balmohan V. LimayeNew YorkSpringer2006X, 432 p.ill.24 cm001VAN00240192001 Undergraduate texts in mathematics210 Berlin [etc.]SpringerVAN0236075ˆA ‰course in calculus and real analysis72513026-XXReal functions [MSC 2020]VANC019778MF40-XXSequences, series, summability [MSC 2020]VANC020786MFContinuity and LimitsKW:KDifferentiationKW:KGhorpade Limaye textbookKW:KHonors Calculus textbookKW:KInfinite seriesKW:KIntegrationKW:KIntroduction to Real AnalysisKW:KReal analysis textbookKW:KReal functionsKW:KRiemann integralsKW:KSequences and SeriesKW:KTranscendental functionsKW:KUSNew YorkVANL000011GhorpadeSudhir R.VANV051848501545LimayeBalmohan V.VANV05184956151SpringerVANV108073650Ghorpade, S.R.Ghorpade, Sudhir R.VANV062445Ghorpade, S. R.Ghorpade, Sudhir R.VANV062446ITSOL20221209RICA/sebina/repository/catalogazione/documenti/Ghorpade, Limaye - A course in calculus and real analysis.pdfGhorpade, Limaye - A course in calculus and real analysis.pdfBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN0065192BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 26-XX 1588 08 8206 I 20080929 Course in calculus and real analysis725130UNISOB03473nam 2200553Ia 450 991073579860332120251116211344.09783319009360331900936210.1007/978-3-319-00936-0(OCoLC)857431888(MiFhGG)GVRL6WZK(CKB)2670000000533736(MiAaPQ)EBC1398619(MiFhGG)9783319009360(EXLCZ)99267000000053373620130813d2013 uy 0engurun|---uuuuatxtccrAnalysis of variations for self-similar processes a stochastic calculus approach /Ciprian A. Tudor1st ed. 2013.Heidelberg ;New York Springerc20131 online resource (xi, 268 pages)Probability and Its Applications,1431-7028"ISSN: 1431-7028."9783319009353 3319009354 9783319033686 3319033689 Includes bibliographical references and index.Preface -- Introduction -- Part I Examples of Self-Similar Processes -- 1.Fractional Brownian Motion and Related Processes -- 2.Solutions to the Linear Stochastic Heat and Wave Equation -- 3.Non Gaussian Self-Similar Processes -- 4.Multiparameter Gaussian Processes -- Part II Variations of Self-Similar Process: Central and Non-Central Limit Theorems -- 5.First and Second Order Quadratic Variations. Wavelet-Type Variations -- 6.Hermite Variations for Self-Similar Processes -- Appendices: A.Self-Similar Processes with Stationary Increments: Basic Properties -- B.Kolmogorov Continuity Theorem -- C.Multiple Wiener Integrals and Malliavin Derivatives -- References -- Index.Self-similar 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 self-similar 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  self-similar 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 self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus.Probability and its applications (Springer-Verlag)Self-similar processesStochastic processesSelf-similar processes.Stochastic processes.519.23Tudor Ciprian1973-1827123MiAaPQMiAaPQMiAaPQBOOK9910735798603321Analysis of variations for self-similar processes4474504UNINA