stochastic analysis of mixed fractional gaussian processes

Download or Read online Stochastic Analysis Of Mixed Fractional Gaussian Processes full HQ books. Available in PDF, ePub and Kindle. We cannot guarantee that Stochastic Analysis Of Mixed Fractional Gaussian Processes book is available. Click Get Book button to download or read books, you can choose FREE Trial service. Join over 650.000 happy Readers and READ as many books as you like (Personal use).

Stochastic Analysis of Mixed Fractional Gaussian Processes
Author :
Publisher : Elsevier
Release Date :
ISBN 10 : 0081023634
Pages : 210 pages
Rating : /5 ( users)
GET BOOK!

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

Stochastic Analysis of Mixed Fractional Gaussian Processes

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

GET BOOK!
Stochastic Calculus for Fractional Brownian Motion and Related Processes

This volume grew out of a series of preprints which were written and circulated - tween 1993 and 1994. Around the same time, related work was done independently by Harder 40] and Laumon 62]. In writing this text based on a revised version of these preprints that were widely distributed in summer 1995, I ?nally

GET BOOK!
Modern Problems of Stochastic Analysis and Statistics

This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory

GET BOOK!
Fractional Brownian Motion

This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener process. It is

GET BOOK!
Parameter Estimation in Fractional Diffusion Models

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation

GET BOOK!
Annales de la facult   des sciences de Toulouse

Download or read online Annales de la facult des sciences de Toulouse written by Anonim, published by Unknown which was released on 2006. Get Annales de la facult des sciences de Toulouse Books now! Available in PDF, ePub and Kindle.

GET BOOK!
Markov Processes  Gaussian Processes  and Local Times

This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant

GET BOOK!
Mathematical Reviews

Download or read online Mathematical Reviews written by Anonim, published by Unknown which was released on 2008. Get Mathematical Reviews Books now! Available in PDF, ePub and Kindle.

GET BOOK!
Government Reports Announcements   Index

Download or read online Government Reports Announcements Index written by Anonim, published by Unknown which was released on 1992. Get Government Reports Announcements Index Books now! Available in PDF, ePub and Kindle.

GET BOOK!
Long Range Dependence

Long Range Dependence is a wide ranging survey of the ideas, models and techniques associated with the notion of long memory. It will serve as an invaluable reference source for researchers studying long range dependence, for those building long memory models, and for people who are trying to detect the

GET BOOK!
Stochastic Analysis and Applications to Finance

A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.

GET BOOK!
Stable Non Gaussian Random Processes

This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Each chapter begins with a brief overview and concludes with a wide range of

GET BOOK!
Bulletin

Download or read online Bulletin written by Anonim, published by Unknown which was released on 1996. Get Bulletin Books now! Available in PDF, ePub and Kindle.

GET BOOK!
The Malliavin Calculus and Related Topics

The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The contents of these lectures were published in Spanish in [176]. Later these notes were completed and improved in two courses on Malliavin cal culus

GET BOOK!
Dissertation Abstracts International

Download or read online Dissertation Abstracts International written by Anonim, published by Unknown which was released on 2008. Get Dissertation Abstracts International Books now! Available in PDF, ePub and Kindle.

GET BOOK!