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Analysis of Variations for Self-similar Processes

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Cover of 'Analysis of Variations for Self-similar Processes'

Table of Contents

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    Book Overview
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    Chapter 1 Fractional Brownian Motion and Related Processes
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    Chapter 2 Solutions to the Linear Stochastic Heat and Wave Equation
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    Chapter 3 Non-Gaussian Self-similar Processes
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    Chapter 4 Multiparameter Gaussian Processes
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    Chapter 5 First and Second Order Quadratic Variations. Wavelet-Type Variations
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    Chapter 6 Hermite Variations for Self-similar Processes
Attention for Chapter 5: First and Second Order Quadratic Variations. Wavelet-Type Variations
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Citations

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