Info
Stochastic analysis of mixed fractional gaussian processes / / Yuliya Mishura, Mounir Zili
| Stochastic analysis of mixed fractional gaussian processes / / Yuliya Mishura, Mounir Zili |
| Autore | Mishura Yuliya |
| Pubbl/distr/stampa | London : , : ISTE Press |
| Descrizione fisica | 1 online resource (212 pages) |
| Disciplina | 519.1 |
| Soggetto topico | Stationary processes |
| ISBN | 0-08-102363-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910583012603321 |
Mishura Yuliya
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| London : , : ISTE Press | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Calculus for Fractional Brownian Motion and Related Processes [[electronic resource] /] / by Yuliya Mishura
| Stochastic Calculus for Fractional Brownian Motion and Related Processes [[electronic resource] /] / by Yuliya Mishura |
| Autore | Mishura Yuliya |
| Edizione | [1st ed. 2008.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
| Descrizione fisica | 1 online resource (XVIII, 398 p.) |
| Disciplina | 530.4/750151922 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Game theory Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-540-75873-9 |
| Classificazione | 60G1560G4460G6060H0560H0760H1060H4091B2491B28 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Wiener Integration with Respect to Fractional Brownian Motion -- Stochastic Integration with Respect to fBm and Related Topics -- Stochastic Differential Equations Involving Fractional Brownian Motion -- Filtering in Systems with Fractional Brownian Noise -- Financial Applications of Fractional Brownian Motion -- Statistical Inference with Fractional Brownian Motion. |
| Record Nr. | UNISA-996466509203316 |
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Mishura Yuliya
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Theory and statistical applications of stochastic processes / / Yuliya Mishura, Georgiy Shevchenko
| Theory and statistical applications of stochastic processes / / Yuliya Mishura, Georgiy Shevchenko |
| Autore | Mishura Yuliya |
| Pubbl/distr/stampa | London, England ; ; Hoboken, New Jersey : , : ISTE Ltd : , : John Wiley & Sons, Inc., , 2017 |
| Descrizione fisica | 1 online resource (383 pages) : illustrations |
| Disciplina | 003.76 |
| Collana |
Mathematics and Statistics
THEi Wiley ebooks |
| Soggetto topico | Stochastic processes - Data processing |
| ISBN |
1-119-47659-3
1-119-44160-9 1-119-47663-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910271024003321 |
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Mishura Yuliya
|
||
| London, England ; ; Hoboken, New Jersey : , : ISTE Ltd : , : John Wiley & Sons, Inc., , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Theory and statistical applications of stochastic processes / / Yuliya Mishura, Georgiy Shevchenko
| Theory and statistical applications of stochastic processes / / Yuliya Mishura, Georgiy Shevchenko |
| Autore | Mishura Yuliya |
| Pubbl/distr/stampa | London, England ; ; Hoboken, New Jersey : , : ISTE Ltd : , : John Wiley & Sons, Inc., , 2017 |
| Descrizione fisica | 1 online resource (383 pages) : illustrations |
| Disciplina | 003.76 |
| Collana |
Mathematics and Statistics
THEi Wiley ebooks |
| Soggetto topico | Stochastic processes - Data processing |
| ISBN |
1-119-47659-3
1-119-44160-9 1-119-47663-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910825576003321 |
|
Mishura Yuliya
|
||
| London, England ; ; Hoboken, New Jersey : , : ISTE Ltd : , : John Wiley & Sons, Inc., , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||