Non-Gaussian Selfsimilar Stochastic Processes / Ciprian Tudor

• Autore: Tudor, Ciprian
• Pubblicazione: Cham, : Springer, 2023
• Descrizione fisica: xii, 101 p. : ill. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G18 - Self-similar stochastic processes [MSC 2020]; 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020]; 60H05 - Stochastic integrals [MSC 2020]; 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]; 62M09 - Non-Markovian processes: estimation [MSC 2020]
• Soggetto non controllato: Hermite Processes; Hermite noise; Mulitple Stochastic Integrals; Non-Gaussian Stochastic Processes; Parameter Estimation; Selfsimilar Stochastic Processes; Stochastic Integration of Hermite Processes; Stochastic differential equations; Wiener chaos
• Titolo autorizzato: Non-Gaussian Selfsimilar Stochastic Processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00279547
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-031-33772-7
• Serie: SpringerBriefs in probability and mathematical statistics Belrin [etc.] . -Springer , 2015-