Analysis of Variations for Self-similar Processes A Stochastic Calculus Approach /

• Main Author: Tudor, Ciprian (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
• Series: Probability and Its Applications,
• Subjects: Mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistics, general.

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...