Cargando…

Stochastic analysis of mixed fractional Gaussian processes

Detalles Bibliográficos
Autores principales:	Mishura, Yuliya, Zili, Mounir
Lenguaje:	eng
Publicado:	Elsevier 2018
Materias:	Mathematical Physics and Mathematics
Acceso en línea:	http://cds.cern.ch/record/2631170

Ejemplares similares

Stochastic calculus for fractional Brownian motion and related processes
por: Mishura, Yuliya S
Publicado: (2008)

Theory and statistical applications of stochastic processes
por: Mishura, Yuliya, et al.
Publicado: (2017)

Asymptotic analysis of unstable solutions of stochastic differential equations
por: Kulinich, Grigorij, et al.
Publicado: (2020)

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory
por: Gusak, Dmytro, et al.
Publicado: (2010)

Parameter estimation in fractional diffusion models
por: Kubilius, Kęstutis, et al.
Publicado: (2017)

Stochastic analysis for gaussian random processes and fields: with applications
por: Mandrekar, Vidyadhar S, et al.
Publicado: (2015)

International Conference Modern Stochastics: Theory and Applications III
por: Korolyuk, Volodymyr, et al.
Publicado: (2014)

International conference on Stochastic Analysis and Applied Probability
por: Zili, Mounir, et al.
Publicado: (2012)

Stable non-Gaussian random processes: stochastic models with infinite variance
por: Samoradnitsky, Gennady, et al.
Publicado: (1994)

Gaussian processes
por: Hitsuda, Masuyuki, et al.
Publicado: (1993)

Lectures on gaussian processes
por: Lifshits, Mikhail
Publicado: (2012)

Gaussian random processes
por: Ibragimov, I A, et al.
Publicado: (1978)

Gaussian process regression analysis for functional data
por: Shi, Jian Qing, et al.
Publicado: (2011)

Markov processes, Gaussian processes, and local times
por: Marcus, Michael B, et al.
Publicado: (2006)

Stochastic Mechanics and Stochastic Processes
por: Truman, Aubrey, et al.
Publicado: (1988)

Fourier analysis and stochastic processes
por: Brémaud, Pierre
Publicado: (2014)

Symmetric Hilbert spaces and related topics: infinitely divisible positive definite functions, continuous products and tensor products, Gaussian and Polssonian stochastic processes
por: Guichardet, Alain
Publicado: (1972)

Asymptotic methods in the theory of Gaussian processes and fields
por: Piterbarg, Vladimir I
Publicado: (1995)

Gaussian capacity analysis
por: Liu, Liguang, et al.
Publicado: (2018)

Gaussian harmonic analysis
por: Urbina-Romero, Wilfredo
Publicado: (2019)

Stochastic processes
por: Gaubert, Krystian
Publicado: (2017)

Stochastic processes
por: Borodin, Andrei N
Publicado: (2017)

Stochastic processes
por: Bass, Richard F
Publicado: (2011)

Stochastic processes
por: Doob, Joseph Leo
Publicado: (1953)

Stochastic processes
por: Coleman, Rodney
Publicado: (1974)

Stochastic processes
por: Parzen, Emanuel
Publicado: (1962)

Stochastic calculus for fractional Brownian motion and applications
por: Biagini, Francesca, et al.
Publicado: (2005)

Bayesian analysis of stochastic process models
por: Ríos Insua, David, et al.
Publicado: (2012)

The analysis of stochastic processes using GLIM
por: Lindsey, James K
Publicado: (1992)

Statistical Analysis of Stochastic Processes in Time
por: Lindsey, J K, et al.
Publicado: (2004)

Semiclassical analysis for diffusions and stochastic processes
por: Kolokoltsov, Vassili N
Publicado: (2000)

Stochastic-process limits: an introduction to stochastic-process limits and their application to queues
por: Whitt, Ward
Publicado: (2002)

Introduction to stochastic processes
por: Chandra, TK, et al.
Publicado: (2018)

The theory of stochastic processes
por: Cox, DR, et al.
Publicado: (1977)

Discrete stochastic processes
por: Gallager, Robert, et al.
Publicado: (1996)

Topics in stochastic processes
por: Ash, Robert B, et al.
Publicado: (1975)

Probability and stochastic processes
por: Florescu, Ionuţ
Publicado: (2014)

Stochastic processes: an introduction
por: Jones, Peter Watts, et al.
Publicado: (2009)

Adventures in stochastic processes
por: Resnick, Sidney I
Publicado: (2002)

Seminar on Stochastic Processes
por: Çinlar, E, et al.
Publicado: (1990)

Cannot write session to /tmp/vufind_sessions/sess_82t5ffre31jg0j2g96r68vb409