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In den WarenkorbZustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Verlag: Springer Nature Switzerland, Springer Nature Switzerland Jul 2023, 2023
ISBN 10: 3031337719 ISBN 13: 9783031337710
Sprache: Englisch
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In den WarenkorbTaschenbuch. Zustand: Neu. Neuware -This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class.Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets.The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 116 pp. Englisch.
Verlag: Springer Nature Switzerland, 2023
ISBN 10: 3031337719 ISBN 13: 9783031337710
Sprache: Englisch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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In den WarenkorbTaschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class.Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets.The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models.
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In den WarenkorbPaperback. Zustand: Brand New. 113 pages. 9.25x6.10x0.24 inches. In Stock.
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In den WarenkorbZustand: New. In.
Verlag: Springer International Publishing, 2013
ISBN 10: 3319009354 ISBN 13: 9783319009353
Sprache: Englisch
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In den WarenkorbZustand: Sehr gut. Zustand: Sehr gut | Seiten: 280 | Sprache: Englisch | Produktart: Bücher.
Verlag: Springer International Publishing, 2013
ISBN 10: 3319009354 ISBN 13: 9783319009353
Sprache: Englisch
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In den WarenkorbGebunden. Zustand: New.
Verlag: Springer International Publishing, 2015
ISBN 10: 3319033689 ISBN 13: 9783319033686
Sprache: Englisch
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Verlag: Springer International Publishing, Springer International Publishing, 2015
ISBN 10: 3319033689 ISBN 13: 9783319033686
Sprache: Englisch
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In den WarenkorbTaschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises. In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus.
Verlag: World Scientific Pub Co Inc, 2022
ISBN 10: 9811264457 ISBN 13: 9789811264450
Sprache: Englisch
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
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In den WarenkorbHardcover. Zustand: Brand New. 204 pages. 9.25x6.30x0.67 inches. In Stock.
Verlag: Springer International Publishing, Springer International Publishing Aug 2013, 2013
ISBN 10: 3319009354 ISBN 13: 9783319009353
Sprache: Englisch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
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In den WarenkorbBuch. Zustand: Neu. Neuware -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 analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises.In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 280 pp. Englisch.
Verlag: Springer International Publishing, 2013
ISBN 10: 3319009354 ISBN 13: 9783319009353
Sprache: Englisch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
EUR 117,69
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In den WarenkorbBuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises. In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus.
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In den WarenkorbZustand: New. pp. 472.
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In den WarenkorbHardcover. Zustand: Brand New. 2013 edition. 250 pages. 9.25x6.25x0.75 inches. In Stock.
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In den WarenkorbHardcover. Zustand: Brand New. 1st edition. 472 pages. 9.75x6.50x1.25 inches. In Stock.