Titlebook: Analysis of Variations for Self-similar Processes; A Stochastic Calculu Ciprian Tudor Book 2013 Springer International Publishing Switzerla

Cultivate

1431-7028 ilar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus.  .978-3-319-03368-6978-3-319-00936-0Series ISSN 1431-7028

GET

Learning Disabilities and the Courtudy in the scientific literature. We discuss the properties of these processes, including the regularity of their sample paths, the stochastic integral representation, the long-range dependence or the existence of their quadratic variations. We also analyze their interconnections.

强壮

https://doi.org/10.1007/978-3-642-82278-0he space variable. We consider various aspects of these self-similar processes. In particular we present the conditions for the existence of the solution, the sharp regularity of their trajectories, we study the law of the solution to the linear heat equation and its connection with the bifractional Brownian motion.

青石板

1431-7028 sticians?.Includes supplementary material: .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 stu

crutch

Leslie Swartz,Malcolm MacLachlanrmite process of general order or the solution to the linear heat equation. We prove Central or Non-Central Limit Theorems for the sequence of quadratic variations using chaos expansion into multiple Wiener-Itô integrals and Malliavin calculus.

附录

https://doi.org/10.1007/978-0-387-93840-0he Hermite variations of the fractional Brownian motion, fractional Brownian sheet and moving—average sequences. The chapter also presents Hsu-Robbins and Spitzer theorems corresponding to the limit behavior in distribution of the Hermite variations.

Migratory

First and Second Order Quadratic Variations. Wavelet-Type Variationsrmite process of general order or the solution to the linear heat equation. We prove Central or Non-Central Limit Theorems for the sequence of quadratic variations using chaos expansion into multiple Wiener-Itô integrals and Malliavin calculus.

BIDE

Hermite Variations for Self-similar Processeshe Hermite variations of the fractional Brownian motion, fractional Brownian sheet and moving—average sequences. The chapter also presents Hsu-Robbins and Spitzer theorems corresponding to the limit behavior in distribution of the Hermite variations.

芳香一点

可耕种