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 in...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London
ISTE Press
2018
|
| Subjects: | |
| Online Access: | FAW01 Volltext |
| 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 |
| Physical Description: | 1 online resource |
| ISBN: | 9780081023631 0081023634 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV045383137 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 181228s2018 |||| o||u| ||||||eng d | ||
| 020 | |a 9780081023631 |9 978-0-08-102363-1 | ||
| 020 | |a 0081023634 |9 0-08-102363-4 | ||
| 035 | |a (ZDB-33-ESD)on1037946024 | ||
| 035 | |a (ZDB-33-EBS)on1037946024 | ||
| 035 | |a (OCoLC)1037946024 | ||
| 035 | |a (DE-599)BVBBV045383137 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 | ||
| 082 | 0 | |a 519.2/4 |2 23 | |
| 100 | 1 | |a Mishura, I͡Ulii͡a S. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Stochastic analysis of mixed fractional Gaussian processes |
| 264 | 1 | |a London |b ISTE Press |c 2018 | |
| 300 | |a 1 online resource | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 520 | |a 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 | ||
| 650 | 7 | |a MATHEMATICS / Applied |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / General |2 bisacsh | |
| 650 | 7 | |a Gaussian processes |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 650 | 4 | |a Gaussian processes | |
| 650 | 4 | |a Stochastic processes | |
| 700 | 1 | |a Zili, Mounir |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9781785482458 |
| 856 | 4 | 0 | |u https://www.sciencedirect.com/science/book/9781785482458 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-33-ESD |a ZDB-33-EBS | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030769470 | ||
| 966 | e | |u https://www.sciencedirect.com/science/book/9781785482458 |l FAW01 |p ZDB-33-ESD |q FAW_PDA_ESD |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1804179235968909312 |
|---|---|
| any_adam_object | |
| author | Mishura, I͡Ulii͡a S. |
| author_facet | Mishura, I͡Ulii͡a S. |
| author_role | aut |
| author_sort | Mishura, I͡Ulii͡a S. |
| author_variant | i s m is ism |
| building | Verbundindex |
| bvnumber | BV045383137 |
| collection | ZDB-33-ESD ZDB-33-EBS |
| ctrlnum | (ZDB-33-ESD)on1037946024 (ZDB-33-EBS)on1037946024 (OCoLC)1037946024 (DE-599)BVBBV045383137 |
| dewey-full | 519.2/4 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/4 |
| dewey-search | 519.2/4 |
| dewey-sort | 3519.2 14 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02135nmm a2200445zc 4500</leader><controlfield tag="001">BV045383137</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">181228s2018 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780081023631</subfield><subfield code="9">978-0-08-102363-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0081023634</subfield><subfield code="9">0-08-102363-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-33-ESD)on1037946024</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-33-EBS)on1037946024</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1037946024</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV045383137</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2/4</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mishura, I͡Ulii͡a S.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic analysis of mixed fractional Gaussian processes</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London</subfield><subfield code="b">ISTE Press</subfield><subfield code="c">2018</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS / Applied</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS / Probability & Statistics / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Gaussian processes</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastic processes</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Gaussian processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zili, Mounir</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9781785482458</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://www.sciencedirect.com/science/book/9781785482458</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-33-ESD</subfield><subfield code="a">ZDB-33-EBS</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030769470</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.sciencedirect.com/science/book/9781785482458</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-33-ESD</subfield><subfield code="q">FAW_PDA_ESD</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV045383137 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:16:39Z |
| institution | BVB |
| isbn | 9780081023631 0081023634 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030769470 |
| oclc_num | 1037946024 |
| open_access_boolean | |
| owner | DE-1046 |
| owner_facet | DE-1046 |
| physical | 1 online resource |
| psigel | ZDB-33-ESD ZDB-33-EBS ZDB-33-ESD FAW_PDA_ESD |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | ISTE Press |
| record_format | marc |
| spelling | Mishura, I͡Ulii͡a S. Verfasser aut Stochastic analysis of mixed fractional Gaussian processes London ISTE Press 2018 1 online resource txt rdacontent c rdamedia cr rdacarrier 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 MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Gaussian processes fast Stochastic processes fast Gaussian processes Stochastic processes Zili, Mounir Sonstige oth Erscheint auch als Druck-Ausgabe 9781785482458 https://www.sciencedirect.com/science/book/9781785482458 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Mishura, I͡Ulii͡a S. Stochastic analysis of mixed fractional Gaussian processes MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Gaussian processes fast Stochastic processes fast Gaussian processes Stochastic processes |
| title | Stochastic analysis of mixed fractional Gaussian processes |
| title_auth | Stochastic analysis of mixed fractional Gaussian processes |
| title_exact_search | Stochastic analysis of mixed fractional Gaussian processes |
| title_full | Stochastic analysis of mixed fractional Gaussian processes |
| title_fullStr | Stochastic analysis of mixed fractional Gaussian processes |
| title_full_unstemmed | Stochastic analysis of mixed fractional Gaussian processes |
| title_short | Stochastic analysis of mixed fractional Gaussian processes |
| title_sort | stochastic analysis of mixed fractional gaussian processes |
| topic | MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Gaussian processes fast Stochastic processes fast Gaussian processes Stochastic processes |
| topic_facet | MATHEMATICS / Applied MATHEMATICS / Probability & Statistics / General Gaussian processes Stochastic processes |
| url | https://www.sciencedirect.com/science/book/9781785482458 |
| work_keys_str_mv | AT mishuraiuliias stochasticanalysisofmixedfractionalgaussianprocesses AT zilimounir stochasticanalysisofmixedfractionalgaussianprocesses |