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Stochastic analysis of mixed fractional Gaussian processes.

Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic in...

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Bibliographic Details
Main Author: Mishura, I︠U︡lii︠a︡ S.
Corporate Author: ScienceDirect (Online service)
Other Authors: Zili, Mounir
Format: eBook
Language:English
Published: London : ISTE Press, 2018.
Subjects:
Gaussian processes.
Stochastic processes.
Stochastic Processes
Processus gaussiens.
Processus stochastiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Gaussian processes
Stochastic processes
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Call Number: QA274.4
 
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