Stochastic analysis of mixed fractional Gaussian processes

This document was uploaded by one of our users. The uploader already confirmed that they had the permission to publish it. If you are author/publisher or own the copyright of this documents, please report to us by using this DMCA report form.

Simply click on the Download Book button.

Yes, Book downloads on Ebookily are 100% Free.

Sometimes the book is free on Amazon As well, so go ahead and hit "Search on Amazon"

Author(s): Mishura Yu., Zili M.
Publisher: ISTE Press ; Kidlington
Year: 2018

Language: English
Pages: 194
Tags: Gaussian processes.;Stochastic processes.

Content: 1. Gaussian Processes 2. Fractional and Sub-fractional Brownian Motions 3. Mixed Fractional and Mixed Sub-fractional Brownian Motions