Regularity and Integration Theory for a Class of Stochastic Processes

Language: English

Published by Südwestdeutscher Verlag Für Hochschulschriften Dez 2012, 2012

3838135954 / 9783838135953

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This item is printed on demand - Print on Demand Titel. 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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 140 pp. Englisch.

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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

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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