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Non-Gaussian Selfsimilar Stochastic Processes
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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.
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.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9783031337710
Publisher
Springer
Year
2023
Pages
XII, 101 p.
Series Title
SpringerBriefs in Probability and Mathematical Statistics
Language
English

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