We can't find the internet
Attempting to reconnect
Something went wrong
Hang in there while we get back on track
£82.89
It has never been this cheap. We have no record of a lower price.
£83 today · cheaper than every other day in the last 3 months
Springer Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)
We'll watch every seller, every day. One email when your price arrives.
Price History & Forecast
Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.
Last 49 days · 49 data points (no recent data)
Historical
Generating forecast…
NEW HERE?
Amazon shows you one price. We show you all of them.
Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.
WHAT'S ON THIS PAGE
↑ Price chart
when this has been cheap or pricey
when this has been cheap or pricey
↑ Forecast
where the price is heading next
where the price is heading next
↓ Statistics
all-time high & low, recent range
all-time high & low, recent range
↑ Price alert
name your number, we'll email you
name your number, we'll email you
Price Distribution
Price distribution over 49 days • 1 price levels
Price Analysis
Most common price: £83 (49 days, 100.0%)
Price range: £83 - £83
Price levels: 1 different prices over 49 days
Description
This book presents basic properties of self-similar processes, focusing on the study of their variation using stochastic analysis, and also surveys recent techniques and findings on limit theorems and Malliavin calculus. Review “The author provides the general theory for different classes of self-similar processes with a complete treatment of limit theorems for their variations. … The book is self-contained and suitable for both graduate students with a basic background in probability theory and stochastic processes and researchers whose aim is investigating this topic.” (Anthony Réveillac, Mathematical Reviews, February, 2015) “This monograph is a profound survey of recent developments in the fields of … self-similar processes and their calculus of variations. … It may serve as an excellent basis for research seminars or special classes on Gaussian processes and Malliavin’s calculus and as a starting point for applied mathematicians with interest in self-similar processes.” (Michael Högele, zbMATH 1308.60004, 2015) From the Back Cover Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises. In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus. About the Author Ciprian Tudor is Full Professor at the University of Lille 1, France. He graduated from the University of Bucharest, Romania in 1998 and he obtained his PH.D. degree on Probability Theory from Université de La Rochelle, France in 2002. After the doctorate he worked at the Université Pierre et Marie Curie Paris 6, France and at the Université de Panthéon-Sorbonne Paris 1 where he obtained the Habilitation in 2006. He has published intensively on stochastic processes, especially Malliavin calculus, self-similar processes and their applications. Up to 2012 he has over 80 scientific publications in various international recognized journals on probability theory and statistics.
Product Specifications
- Brand
- Springer
- Format
- paperback
- ASIN
- 3319033689
- Domain
- Amazon UK
- Release Date
- 14 August 2015
- Listed Since
- 17 July 2015
Barcode
No barcode data available
Similar Products You Might Like
99% match
Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)
Springer
£95.40
01 Oct 2026
97% match
Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010: 22 (Springer Proceedings in Mathematics & Statistics, 22)
Springer
£41.42
02 Sep 2026
97% match
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
Springer
£92.22
04 Sep 2026
97% match
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
Oxford University Press
£65.53
23 Sep 2026
97% match
Stochastic Processes: Harmonizable Theory: 12 (SERIES ON MULTIVARIATE ANALYSIS)
World Scientific Publishing Company
£66.56
13 Oct 2026
97% match
A Modern Theory of Random Variation: With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration
Wiley
£92.96
14 Aug 2026
97% match
CRC Press Stochastic Processes: An Introduction, 3rd Edition
CRC Press
£72.99
15 Aug 2026
97% match
Probability: A Survey of the Mathematical Theory: 310 (Wiley Series in Probability and Statistics)
Wiley
£136.39
25 Aug 2026
97% match
Probability and Stochastics: Graduate Texts in Mathematics 261
Springer
£52.98
10 Oct 2026
97% match
Stochastic Partial Differential Equations: An Introduction (SpringerBriefs in Mathematics)
Springer
£50.91
30 Sep 2026
97% match
Random Motions in Markov and Semi-Markov Random Environments 2: High-dimensional Random Motions and Financial Applications (Mathematics and Statistics)
Wiley
£113.87
20 Aug 2026
97% match
Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs)
£69.95
12 Sep 2026
97% match
Markov Processes from K. Itô's Perspective: 155 (Annals of Mathematics Studies, 155)
Princeton University Press
£61.24
13 Sep 2026
97% match
Probability Distributions in Risk Management Operations - Springer
Springer
£103.81
08 Oct 2026
96% match
Cambridge Probability: Theory and Examples - 5th Edition
Cambridge University Press
£67.08
26 Sep 2026
96% match
Topics in Stochastic Analysis and Nonparametric Estimation: 145 (The IMA Volumes in Mathematics and its Applications, 145)
Springer
£68.52
08 Sep 2026
96% match
Topics in Stochastic Analysis and Nonparametric Estimation: 145 (The IMA Volumes in Mathematics and its Applications, 145)
Springer
£79.99
04 Oct 2026
96% match
Stochastic Disorder Problems: 93 (Probability Theory and Stochastic Modelling, 93)
Springer
£93.29
24 Sep 2026
96% match
Fractional Brownian Motion: Approximations and Projections (Mathematics and Statistics)
Wiley
£98.01
14 Aug 2026
96% match
Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)
CRC Press
£153.89
21 Aug 2026
96% match
Stochastic Processes: A Survey of the Mathematical Theory: 23 (Applied Mathematical Sciences, 23)
Springer
£44.07
10 Oct 2026
96% match
CRC Press Introduction to Stochastic Processes Textbook
CRC Press
£94.65
15 Aug 2026
96% match
A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)
Springer
£43.71
07 Sep 2026
96% match
CHANGE OF TIME AND CHANGE OF MEASURE (SECOND EDITION): 2nd Edition: 21 (ADVANCED SERIES ON STATISTICAL SCIENCE AND APPLIED PROBABILITY)
World Scientific Publishing Company
£46.51
03 Oct 2026