Analysis Fractional Stochastic Processes (10 results)
Language: English
Published by World Scientific Publishing Co Pte Ltd, 2015
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Published by World Scientific Publishing Co Pte Ltd, 2015
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Analysis of Fractional Stochastic Processes: Advances and Applications: 7th Jagna International Workshop, Jagna, Bohol, Philippines, 6-9 January 2014
Bernido, Christopher C. (Editor)/ Carpio-bernido, Victoria (Editor)
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Language: English
Published by Elsevier Science & Technology, ISTE Press - Elsevier, 2018
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Buch. Condition: Neu. 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.…
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensive mathematical, experimental, and computational studies due to their widening spectrum of applications in . …
Language: English
Published by Elsevier Science & Technology, ISTE Press - Elsevier, 2018
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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…
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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensive mathematical, experimental, and computational studies due to their widening spectrum of applications in natural and social sciences. Novel vis-.…
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Buch. Condition: Neu. ANALYSIS OF FRACTIONAL STOCHASTIC PROCESSES | Bernido Christopher C | Buch | Gebunden | Englisch | 2015 | World Scientific | EAN 9789814618342 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…
