rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Stochastic analysis of mixed fractional Gaussian processes
  name:
    name part: Mishura, I︠U︡lii︠a︡ S.
    role:
      role term: creator
  name:
    name part: Zili, Mounir.
  name:
    name part: ScienceDirect (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: enk
    date issued: 2018
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource
  abstract: 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 integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts.
  subject:
    topic: Gaussian processes
  subject:
    topic: Stochastic processes
  subject:
    topic: Stochastic Processes
  subject:
    topic: Processus gaussiens
  subject:
    topic: Processus stochastiques
  subject:
    topic: MATHEMATICS
    topic: Applied
  subject:
    topic: MATHEMATICS
    topic: Probability & Statistics
    topic: General
  subject:
    topic: Gaussian processes
  subject:
    topic: Stochastic processes
  classification: QA274.4
  classification: 519.2/4
  identifier: 9780081023631
  identifier: 0081023634
  identifier: 9781785482458
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: N$T
    record creation date: 180529
    record change date: 20260327153437.1
    record identifier: in00005763490
    language of cataloging:
      language term: eng