Stochastic Analysis of Mixed Fractional Gaussian Processes is popular PDF and ePub book, written by Yuliya Mishura in 2018-05-26, 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, Stochastic Analysis of Mixed Fractional Gaussian Processes can be Read Online from any device for your convenience.
Stochastic Analysis of Mixed Fractional Gaussian Processes Book PDF Summary
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts. Presents both mixed fractional and sub-fractional Brownian motions Provides an accessible description for mixed fractional gaussian processes that is ideal for Master's and PhD students Includes different Hurst indices
Detail Book of Stochastic Analysis of Mixed Fractional Gaussian Processes PDF
- Author : Yuliya Mishura
- Release : 26 May 2018
- Publisher : Elsevier
- ISBN : 9780081023631
- Genre : Mathematics
- Total Page : 212 pages
- Language : English
- PDF File Size : 15,6 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Stochastic Analysis of Mixed Fractional Gaussian Processes by Yuliya Mishura, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.