Product Description
Stochastic Analysis of Mixed Fractional Gaussian Processes
Presents a comprehensive examination of the stochastic analysis of linear combination of independent gaussian processes, including fractional and sub-fractional
Yuliya Mishura (Author), Mounir Zili (Author)
9781785482458, Elsevier Science
Hardback, published 22 May 2018
210 pages
22.9 x 15.2 x 2 cm, 0.47 kg
\""The normal distribution, the Brownian motion process and the bigger class of Gaussian processes are well known in both theory and applications. Chapter 1 of this book contains the main notions and results on Gaussian processes. Then, in Chapter 2, the authors turn to the analysis of fractional and sub-fractional Brownian motions. It is shown their existence and analytical properties which are used in constructing stochastic integrals. The main subject in the book is Chapter 3 dealing with mixed fractional and mixed sub-fractional Brownian motions. The authors establish path properties, series expansio]
Stochastic Analysis of Mixed Fractional Gaussian Processes Mishura Zili Hardback
Stochastic Analysis of Mixed Fractional Gaussian Processes
Presents a comprehensive examination of the stochastic analysis of linear combination of independent gaussian processes, including fractional and sub-fractional
Yuliya Mishura (Author), Mounir Zili (Author)
9781785482458, Elsevier Science
Hardback, published 22 May 2018
210 pages
22.9 x 15.2 x 2 cm, 0.47 kg
\""The normal distribution, the Brownian motion process and the bigger class of Gaussian processes are well known in both theory and applications. Chapter 1 of this book contains the main notions and results on Gaussian processes. Then, in Chapter 2, the authors turn to the analysis of fractional and sub-fractional Brownian motions. It is shown their existence and analytical properties which are used in constructing stochastic integrals. The main subject in the book is Chapter 3 dealing with mixed fractional and mixed sub-fractional Brownian motions. The authors establish path properties, series expansio]
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