£86.46

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£86 today · all-time low £86 (Aug 2026) · usually the usual

Elsevier Stochastic Analysis of Mixed Fractional Gaussian Processes

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£86.99 £85.89 £86.13 £86.37 £86.61 £86.85 £87.09 25 July 2026 08 August 2026 22 August 2026 05 September 2026 19 September 2026
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Description

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

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
26 May 2018
Listed Since
11 October 2017

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No barcode data available

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