Analysis of Variations for Self-Similar Processes A Stochastic Calculus Approach |
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| Author:
| Tudor, Ciprian |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-3-319-00936-0 |
| Publication Date: | Aug 2013 |
| Publisher: | Springer
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| Book Format: | Ebook |
| List Price: | USD $109.00 |
Book Description:
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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.
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.