Self-similar processes and their applications

des pages: :
Évaluation: :
ISBN: : 978-2-85629-365-2
Type de format: : fb2, ibooks, azw, odf, epub, lit, pdf, mobi, cbt
Prix: : FREE
Auteure: : Loïc Chaumont,Piotr Graczyk,Lioudmila Vostrikova
Les données: : 01/07/2013
EAN: : 9782856293652

Noté /5. Retrouvez Self-similar processes and their applications et des millions de livres en stock sur streetzen.net Achetez neuf ou d'occasion. Titre: Self-similar processes and their applications. Auteur: Lioudmila Vostrikova Piotr Graczyk Loïc Chaumont. Editeur (Livre): SMF. Collection: SEMINAIRES. Découvrez Self-similar processes and their applications chez Société mathématique de France sur streetzen.net, Groupement de librairies indépendantes du.processes which are called locally self-similar with dependent scaling exponents and discuss their applications. Wang et al. () develop procedures using wavelets to construct local estimates for time varying scaling exponent H(t) of a locally self-similar process. 3 Stochastic differential equations driven by fBm Let (Ω,F,(F. Modarresi Navideh, Rezakhah Saeid, International Conference on Self-similar Processes and Their Applications, poster presentation, Spectral Analysis of Multi-dimensional Self-similar Processes, /07/20, /07/24 Modarresi Navideh, Rezakhah Saeid, 33 th Conference on Stochastic Processes and Their Applications, brief article, complete. 2. A new class of self-similar stable processes with stationary increments. We start by verifying the self-similarity of the process U α, β introduced in. It will also follow from Theorem 1 and the Lamperti theorem (see e.g.), but a direct argument is simple. Proposition 1. The process U α, β is (β ∕ α)streetzen.net: Olivier Durieu, Gennady Samorodnitsky, Yizao Wang.


Self-similar processes and their applications