Regularity and Integration Theory for a Class of Stochastic Processes
Language: English
Published by Südwestdeutscher Verlag Für Hochschulschriften Dez 2012, 2012
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 61.74
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -This book aims to develop a general integration theory for stochastic processes with stationary increments and spectral density. This class of motions particularly allows the simultaneous study of long-range dependence and intermittency effects and includes the most relevant random processes used in modern stochastic analysis. So for instance the Wiener process, the fractional Brownian motion, the fractional Riesz-Bessel motion but also Poisson and Levy processes. The so obtained knowledge on generalised stochastic integration will be used to achieve regularity results and is applied to parabolic Volterra problems with random noise as well as to the problem of anomalous diffusion with stochastic disturbance along the boundary. 140 pp. Englisch.
Seller Inventory # 9783838135953
- Title
- Regularity and Integration Theory for a Class of Stochastic Processes
- Author
- Stefan Sperlich
- Publisher
- Südwestdeutscher Verlag Für Hochschulschriften Dez 2012
- Publication year
- 2012
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3838135954
- ISBN 13
- 9783838135953
- Item weight
- 227 grams
- Dimensions
- 220x150x9 mm
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About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
Shipping rates from Germany to U.S.A.
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