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## Details

Genre/Form: | Electronic books |
---|---|

Additional Physical Format: | Print version: |

Material Type: | Document, Internet resource |

Document Type: | Internet Resource, Computer File |

All Authors / Contributors: |
Ciprian Tudor |

ISBN: | 9783319009360 3319009362 9781299857636 1299857639 3319009354 9783319009353 |

OCLC Number: | 857431888 |

Description: | 1 online resource (xi, 268 pages) : illustrations. |

Contents: | Part I: Examples of Self-similar Processes. Fractional Brownian Motion and Related Processes -- Solutions to the Linear Stochastic Heat and Wave Equation -- Non-Gaussian Self-similar Processes -- Multiparameter Gaussian Processes -- Part II: Variations of Self-similar Processes: Central and Non-Central Limit Theorems. First and Second Order Quadratic Variations. Wavelet-Type Variations -- Hermite Variations for Self-similar Processes. |

Series Title: | Probability and its applications (Springer-Verlag) |

Responsibility: | Ciprian Tudor. |

### Abstract:

## Reviews

*Editorial reviews*

Publisher Synopsis

"The author provides the general theory for different classes of self-similar processes with a complete treatment of limit theorems for their variations. ... The book is self-contained and suitable for both graduate students with a basic background in probability theory and stochastic processes and researchers whose aim is investigating this topic." (Anthony Reveillac, Mathematical Reviews, February, 2015)"This monograph is a profound survey of recent developments in the fields of ... self-similar processes and their calculus of variations. ... It may serve as an excellent basis for research seminars or special classes on Gaussian processes and Malliavin's calculus and as a starting point for applied mathematicians with interest in self-similar processes." (Michael Hoegele, zbMATH 1308.60004, 2015) Read more...

*User-contributed reviews*