Titlebook: Non-Gaussian Selfsimilar Stochastic Processes; Ciprian Tudor Book 2023 The Editor(s) (if applicable) and The Author(s), under exclusive li

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978-3-031-33771-0The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl

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Multiple Stochastic Integrals,The random variables and the stochastic processes discussed below will in general be defined as multiple stochastic integrals (or multiple Wiener-It? integrals) and they belong to a Wiener chaos. Therefore, we start our manuscript with a preliminary chapter where we included the main properties of the Wiener chaos.

AGGER

Hermite Processes: Definition and Basic Properties,Historically, the Hermite processes appeared as limit of partial sums of sequences of correlated random variables in the so-called Non-Central Limit Theorem, see e.g. [17, 41, 43]. Let us briefly recall the basic facts. Let . and consider a function . such that . and .. Then . can be expanded into a basis of Hermite polynomial, i.e.

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Ciprian TudorPresents 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

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Book 2023rements 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. I

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A. Dickinsonation advice from the experts.The ubiquitin-proteasome system (UPS) and ubiquitin-related modifiers are not only involved in cellular protein quality control but also in the regulation of many fundamental cellular processes/pathways as well as in their disease-relevant aberrations. .Ubiquitin Family