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Tudor, Ciprian

Analysis of Variations for Self-similar Processes

Tudor, Ciprian - Analysis of Variations for Self-similar Processes, ebook

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ISBN: 9783319009360
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Table of contents

Part I. Examples of Self-similar Processes

1. Fractional Brownian Motion and Related Processes
Ciprian A. Tudor

2. Solutions to the Linear Stochastic Heat and Wave Equation
Ciprian A. Tudor

3. Non-Gaussian Self-similar Processes
Ciprian A. Tudor

4. Multiparameter Gaussian Processes
Ciprian A. Tudor

Part II. Variations of Self-similar Processes: Central and Non-Central Limit Theorems

5. First and Second Order Quadratic Variations. Wavelet-Type Variations
Ciprian A. Tudor

6. Hermite Variations for Self-similar Processes
Ciprian A. Tudor

Keywords: Mathematics, Probability Theory and Stochastic Processes, Statistics, general

Author(s)
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
Probability and Its Applications
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319009360

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