Non–Gaussian Selfsimilar Stochastic Processes
Free Download Non-Gaussian Selfsimilar Stochastic Processes
English | 2023 | ISBN: 3031337719 | 113 Pages | PDF EPUB (True) | 10 MB
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.
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