Analysis of variations for self-similar processes : a stochastic calculus approach / Ciprian Tudor.

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

Online Access:	Full Text (via Springer)
Main Author:	Tudor, Ciprian, 1973- (Author)
Format:	eBook
Language:	English
Published:	Cham : Springer, 2013.
Series:	Probability and its applications (Springer-Verlag),
Subjects:	Self-similar processes. Calculus of variations.