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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Bibliographic Details

Main Author:	Tudor, Ciprian (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer Nature Switzerland : Imprint: Springer, 2023.
Edition:	1st ed. 2023.
Series:	SpringerBriefs in Probability and Mathematical Statistics,
Subjects:	Probabilities. Probability Theory. Applied Probability.
Online Access:	https://doi.org/10.1007/978-3-031-33772-7
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