Analysis of variations for self-similar processes : a stochastic calculus approach /
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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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2013.
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| Series: | Probability and Its Applications
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| Online Access: | Click here to view the full text content |
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