Non Gaussian Selfsimilar Stochastic Processes is popular PDF and ePub book, written by Ciprian Tudor in 2023, it is a fantastic choice for those who relish reading online the Uncategoriezed genre. Let's immerse ourselves in this engaging Uncategoriezed book by exploring the summary and details provided below. Remember, Non Gaussian Selfsimilar Stochastic Processes can be Read Online from any device for your convenience.
Non Gaussian Selfsimilar Stochastic Processes Book PDF Summary
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.
Detail Book of Non Gaussian Selfsimilar Stochastic Processes PDF
- Author : Ciprian Tudor
- Release : 01 October 2024
- Publisher : Unknown
- ISBN : 3031337735
- Genre : Uncategoriezed
- Total Page : 0 pages
- Language : English
- PDF File Size : 8,8 Mb
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