Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts.

Presents both mixed fractional and sub-fractional Brownian motions
Provides an accessible description for mixed fractional gaussian processes that is ideal for Master's and PhD students
Includes different Hurst indices

Informazioni sugli autori

Yuliya Mishura is Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Ukraine. Her research interests include stochastic analysis, theory of stochastic processes, stochastic differential equations, numerical schemes, financial mathematics, risk processes, statistics of stochastic processes, and models with long-range dependence.

Mounir Zili works at the University of Monastir, Faculty of sciences of Monastir with expertise in Probability Theory, Applied Mathematics, Analysis

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Descrizione libreria

The Saint Bookstore has a range of over 1 million titles available.

Visita la pagina della libreria

Informazioni sull?azienda del venditore

SB ONLINE LTD
50 Devonshire Road, Southport, PR9 7BZ, United Kingdom

Condizioni di vendita e spedizione

Condizioni di vendita

Please order through the Abebooks checkout. We only take orders through Abebooks - We don't take direct orders by email or phone.

Refunds or Returns: A full refund of the purchase price will be given if returned within 30 days in undamaged condition.

As a seller on abebooks we adhere to the terms explained at http://www.abebooks.co.uk/docs/HelpCentral/buyerIndex.shtml - if you require further assistance please email us at orders@thesaintbookstore.co.uk

Diritto di recesso

Condizioni di spedizione

Most orders usually ship within 1-3 business days, but some can take up to 7 days.

Tariffe di spedizione da Regno Unito a U.S.A.

Tariffe di spedizione da Regno Unito a U.S.A.
Quantit� dell?ordine	Da 7 a 28 giorni lavorativi	Da 7 a 28 giorni lavorativi
Primo articolo	EUR 13.66	EUR 13.66

I tempi di consegna sono stabiliti dai venditori e variano in base al corriere e al paese. Gli ordini che devono attraversare una dogana possono subire ritardi e spetta agli acquirenti pagare eventuali tariffe o dazi associati. I venditori possono contattarti in merito ad addebiti aggiuntivi dovuti a eventuali maggiorazioni dei costi di spedizione dei tuoi articoli.