Stochastic Analysis of Mixed Fractional Gaussian Processes

Language: English

Published by Elsevier Science & Technology, ISTE Press - Elsevier, 2018

1785482459 / 9781785482458

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts. Englisch.

Seller Inventory # 9781785482458

Title
Stochastic Analysis of Mixed Fractional Gaussian Processes
Author
Yuliya Mishura
Publisher
Elsevier Science & Technology, ISTE Press - Elsevier
Publication year
2018
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1785482459
ISBN 13
9781785482458
Item weight
470 grams
Dimensions
229x152x13 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany