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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...

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Bibliographic Details
Main Author: Tudor, Ciprian, 1973-, (Author)
Corporate Author: SpringerLink (Online service)
Format: Online Book
Published: Cham : Springer, 2013.
Series:Probability and its applications (Springer-Verlag)
Online Access:Online version
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