Analysis of Variations for Self-similar Processes

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

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