Titlebook: Analysis of Variations for Self-similar Processes; A Stochastic Calculu Ciprian Tudor Book 2013 Springer International Publishing Switzerla

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lesion

Solutions to the Linear Stochastic Heat and Wave Equations. In this chapter we analyze these classes of self-similar processes. We focus on the solution to the linear heat and wave equation driven by a Gaussian noise which behaves as a Brownian motion or fractional Brownian motion with respect to the time variable and is white or colored with respect to t

DUCE

Non-Gaussian Self-similar Processesar as limits in the so called Non-Central Limit Theorem. This class includes the fractional Brownian motion but all the other processes in the class of Hermite processes are non-Gaussian. Another interesting example in this class is the Rosenblatt process, which is discussed is details, together wit

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978-3-319-03368-6Springer International Publishing Switzerland 2013

偽善

Non-Gaussian Self-similar Processesar as limits in the so called Non-Central Limit Theorem. This class includes the fractional Brownian motion but all the other processes in the class of Hermite processes are non-Gaussian. Another interesting example in this class is the Rosenblatt process, which is discussed is details, together with its variants, in this part of the monograph.