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Analysis of Variations for Self-Similar Processes - a book by Tudor, Ciprian A.

Analysis of Variations for Self-Similar Processes

A Stochastic Calculus Approach

Analysis of Variations for Self-Similar Processes( )
Author: Tudor, Ciprian A.
Series title:Probability and Its Applications Ser.
Publication Date:Aug 2013
Book Format:Hardback
List Price:USD $109.00
Book Description:

This book presents basic properties of self-similar processes, focusing on the study of their variation using stochastic analysis, and also surveys recent techniques and findings on limit theorems and Malliavin calculus.

Book Details
Detailed Subjects: Mathematics / General
Mathematics / Calculus
Physical Dimensions (W X L X H):6.045 x 9.165 x 0.269 Inches
Book Weight:1.285 Pounds

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