Non-Gaussian Selfsimilar Stochastic Processes
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and m...
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| Format: | Elektronički e-knjiga |
| Jezik: | engleski |
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Springer Nature Switzerland : Imprint: Springer,
2023.
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| Izdanje: | 1st ed. 2023. |
| Serija: | SpringerBriefs in Probability and Mathematical Statistics,
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| Online pristup: | https://doi.org/10.1007/978-3-031-33772-7 |
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| 100 | 1 | |a Tudor, Ciprian. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Non-Gaussian Selfsimilar Stochastic Processes |h [electronic resource] / |c by Ciprian Tudor. |
| 250 | |a 1st ed. 2023. | ||
| 264 | 1 | |a Cham : |b Springer Nature Switzerland : |b Imprint: Springer, |c 2023. | |
| 300 | |a 1 online resource (XII, 101 p. 1 illus.). | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 341 | 0 | |b Table of contents navigation |2 onix | |
| 341 | 0 | |b Single logical reading order |2 onix | |
| 341 | 0 | |b Use of colour is Not sole means of conveying information |2 onix | |
| 341 | 0 | |b Use of high contrast between text and background colour |2 onix | |
| 341 | 0 | |b Next / Previous structural navigation |2 onix | |
| 341 | 0 | |b All Non-decorative content supports reading without sight |2 onix | |
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a SpringerBriefs in Probability and Mathematical Statistics, |x 2365-4341 | |
| 505 | 0 | |a Introduction -- Chapter 1. Multiple Stochastic Integrals -- Chapter 2. Hermite processes: Definition and basic properties -- Chapter 3. The Wiener integral with respect to the Hermite process and the Hermite Ornstein-Uhlenbeck process -- Chapter 4. Hermite sheets and SPDEs -- Chapter 5. Statistical inference for stochastic (partial) differential equations with Hermite noise -- References. | |
| 520 | |a This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets. The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current researchin statistical inference for Hermite-driven models. | ||
| 532 | 8 | |a Accessibility summary: This PDF does Not fully comply with PDF/UA standards but does include limited screen reader support, bookmarks for easy navigation, and searchable, selectable text. Users of assistive technologies may experience difficulty navigating or interpreting content in this document. We recognise the importance of accessibility and welcome queries about accessibility for any of our products. If you have a question or an access need, please get in touch with us via https://www.springernature.com/gp/info/accessibility | |
| 532 | 8 | |a Inaccessible, or known limited accessibility | |
| 532 | 8 | |a No reading system accessibility options actively disabled | |
| 532 | 8 | |a Publisher contact for further accessibility information: accessibilitysupport@springernature.com | |
| 588 | |a Print version record. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Applied Probability. |
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| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783031337710 |
| 776 | 0 | 8 | |i Printed edition: |z 9783031337734 |
| 830 | 0 | |a SpringerBriefs in Probability and Mathematical Statistics, |x 2365-4341 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-031-33772-7 |
| 912 | |a ZDB-2-SMA | ||
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| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||