| 書目名稱 | Non-Gaussian Selfsimilar Stochastic Processes |
| 編輯 | Ciprian Tudor |
| 視頻video | http://file.papertrans.cn/667/666915/666915.mp4 |
| 概述 | Presents the main elements of Wiener chaos and multiple stochastic integrals.Provides a framework for stochastic integration theory with respect to Hermite processes.Discusses statistical inference wi |
| 叢書名稱 | SpringerBriefs in Probability and Mathematical Statistics |
| 圖書封面 |  |
| 描述 | .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 research in statistical inference for Hermite-driven models.. |
| 出版日期 | Book 2023 |
| 關鍵詞 | Non-Gaussian Stochastic Processes; Hermite Processes; Stochastic Integration of Hermite Processes; Self |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-33772-7 |
| isbn_softcover | 978-3-031-33771-0 |
| isbn_ebook | 978-3-031-33772-7Series ISSN 2365-4333 Series E-ISSN 2365-4341 |
| issn_series | 2365-4333 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
|Archiver|手機版|小黑屋|
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