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Springerbriefs in probability and mathematical statistics non gaussian selfsimilar stochastic processes.

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Books boeken ciprian tudor springer international publishing paperback juli 2023: 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.

Using the Wiener chaos theory and multiple stochastic integrals the book covers the main properties of Hermite processes and their multiparameter counterparts the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets.

The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover it explores up-to-date topics central to current research in statistical inference for Hermite-driven models.

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Foto: Springerbriefs in probability and mathematical statistics non gaussian selfsimilar stochastic processes

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Springerbriefs in probability and mathematical statistics non gaussian selfsimilar stochastic processes.

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Springerbriefs in probability and mathematical statistics non gaussian selfsimilar stochastic processes.

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Springerbriefs in probability and mathematical statistics non gaussian selfsimilar stochastic processes.

Springerbriefs in probability and mathematical statistics regularity and irregularity of superprocesses with 1 stable branching mechanism.

Springerbriefs in mathematical physics 5 quantum information processing with finite resources.

Springerbriefs in mathematical physics 9 supersymmetry and noncommutative geometry.

Springerbriefs in mathematical physics 15 a combinatorial perspective on quantum field theory.