All ebooks by Ciprian Tudor in PDF and EPUB
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All ebooks by Ciprian Tudor in PDF and EPUB


2  Book(s)
Download this eBook Non-Gaussian Selfsimilar Stochastic Processes
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Non-Gaussian Selfsimilar Stochastic Processes


Ciprian Tudor


This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this...

Publication date: 2023-07-04
Format: PDF, ePub
Publisher: Springer
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£44,99
Download this eBook Analysis of Variations for Self-similar Processes
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Analysis of Variations for Self-similar Processes


Ciprian Tudor


Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their...

Publication date: 2013-08-13
Format: ePub
Publisher: Springer
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£99,50

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