Selected Aspects of Fractional Brownian Motion is popular PDF and ePub book, written by Ivan Nourdin in 2013-01-17, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Selected Aspects of Fractional Brownian Motion can be Read Online from any device for your convenience.
Selected Aspects of Fractional Brownian Motion Book PDF Summary
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales and Markov processes. FBm has become a popular choice for applications where classical processes cannot model these non-trivial properties; for instance long memory, which is also known as persistence, is of fundamental importance for financial data and in internet traffic. The mathematical theory of fBm is currently being developed vigorously by a number of stochastic analysts, in various directions, using complementary and sometimes competing tools. This book is concerned with several aspects of fBm, including the stochastic integration with respect to it, the study of its supremum and its appearance as limit of partial sums involving stationary sequences, to name but a few. The book is addressed to researchers and graduate students in probability and mathematical statistics. With very few exceptions (where precise references are given), every stated result is proved.
Detail Book of Selected Aspects of Fractional Brownian Motion PDF
- Author : Ivan Nourdin
- Release : 17 January 2013
- Publisher : Springer Science & Business Media
- ISBN : 9788847028234
- Genre : Mathematics
- Total Page : 133 pages
- Language : English
- PDF File Size : 13,8 Mb
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