Analysis of Variations for Self-similar Processes A Stochastic Calculus Approach /
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 variation using stochastic analy...
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| Format: | Electronic |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Series: | Probability and Its Applications,
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00936-0 |