Analysis of variations for self-similar processes : a stochastic calculus approach /
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...
|Series:||Probability and its applications (Springer-Verlag)
|Online Access:||Online version|
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