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Fractional Brownian Motion: Approximations and Projections, Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko


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Автор: Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko
Название:  Fractional Brownian Motion: Approximations and Projections
ISBN: 9781786302601
Издательство: Wiley
Классификация:
ISBN-10: 1786302608
Обложка/Формат: Hardback
Страницы: 288
Вес: 0.56 кг.
Дата издания: 12.04.2019
Серия: Mathematics
Язык: English
Размер: 241 x 158 x 20
Читательская аудитория: Professional & vocational
Ключевые слова: Mathematics
Основная тема: Mathematics
Подзаголовок: Weak and strong approximations and projections
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание:

This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener process. It is proved that there exists a unique martingale closest to fBm in the uniform integral norm. Numerical results concerning the approximation problem are given. The upper bounds of distances from fBm to the different subspaces of Gaussian martingales are evaluated and the numerical calculations are involved. The approximations of fBm by a uniformly convergent series of Lebesgue integrals, semimartingales and absolutely continuous processes are presented.

As auxiliary but interesting results, the bounds from below and from above for the coefficient appearing in the representation of fBm via the Wiener process are established and some new inequalities for Gamma functions, and even for trigonometric functions, are obtained.



Stochastic calculus for fractional brownian motion and applications

Автор: Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zh
Название: Stochastic calculus for fractional brownian motion and applications
ISBN: 1852339969 ISBN-13(EAN): 9781852339968
Издательство: Springer
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Цена: 102480.00 T
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Описание: Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This book presents an account of different definitions of stochastic integration for fBm, and to give applications of the resulting theory. It is suitable for students of mathematics, biology, and meteorology.

Making Maps, Third Edition: A Visual Guide to Map Design for GIS

Автор: Krygier John, Wood Denis
Название: Making Maps, Third Edition: A Visual Guide to Map Design for GIS
ISBN: 1462509983 ISBN-13(EAN): 9781462509980
Издательство: Taylor&Francis
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Цена: 51030.00 T
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Описание: Lauded for its accessibility and beautiful design, this text has given thousands of students and professionals the tools to create effective, compelling maps.

Hausdorff Approximations

Автор: Bl. Sendov; Gerald Beer
Название: Hausdorff Approximations
ISBN: 0792309014 ISBN-13(EAN): 9780792309017
Издательство: Springer
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Цена: 102480.00 T
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Описание: 'Et moi, ..., si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point a1Ie.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com- puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Probability Approximations via the Poisson Clumping Heuristic

Автор: David Aldous
Название: Probability Approximations via the Poisson Clumping Heuristic
ISBN: 0387968997 ISBN-13(EAN): 9780387968995
Издательство: Springer
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Цена: 121110.00 T
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Описание: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey?

Stochastic calculus for fractional brownian motion and related processes

Автор: Mishura, Yuliya
Название: Stochastic calculus for fractional brownian motion and related processes
ISBN: 3540758720 ISBN-13(EAN): 9783540758723
Издательство: Springer
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Цена: 53060.00 T
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Beyond the triangle: brownian motion, ito calculus, and fokker-planck equation - fractional generalizations

Автор: Umarov, Sabir (univ Of New Heaven, Usa) Hahn, Marjorie (tufts Univ, Usa) Kobayashi, Kei (fordham Univ, Usa)
Название: Beyond the triangle: brownian motion, ito calculus, and fokker-planck equation - fractional generalizations
ISBN: 9813230916 ISBN-13(EAN): 9789813230910
Издательство: World Scientific Publishing
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Цена: 95040.00 T
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Описание: The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction.This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students.

Intelligent Computations: Abstract Fractional Calculus, Inequalities, Approximations

Автор: George A. Anastassiou
Название: Intelligent Computations: Abstract Fractional Calculus, Inequalities, Approximations
ISBN: 3319669354 ISBN-13(EAN): 9783319669359
Издательство: Springer
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Цена: 139750.00 T
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Описание: This brief book presents the strong fractional analysis of Banach space valued functions of a real domain. The book`s results are abstract in nature: analytic inequalities, Korovkin approximation of functions and neural network approximation.

Nonlinearity: Ordinary and Fractional Approximations by Sublinear and Max-Product Operators

Автор: Anastassiou
Название: Nonlinearity: Ordinary and Fractional Approximations by Sublinear and Max-Product Operators
ISBN: 3319895087 ISBN-13(EAN): 9783319895086
Издательство: Springer
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Цена: 93160.00 T
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Описание: It also explores approximations under convexity and a new trend in approximation theory - approximation by sublinear operators with applications to max-product operators, which are nonlinear and rational providing very fast and flexible approximations.

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion

Автор: Corinne Berzin; Alain Latour; Jos? R. Le?n
Название: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
ISBN: 3319078747 ISBN-13(EAN): 9783319078748
Издательство: Springer
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Цена: 79190.00 T
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Описание: The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations.Concerning the proofs of the limit theorems, the "Fourth Moment Theorem" is systematically used, as it produces rapid and helpful proofs that can serve as models for the future.

Higher Approximations in Aerodynamic Theory

Автор: Lighthill M. J., Lighthill Sir M. J.
Название: Higher Approximations in Aerodynamic Theory
ISBN: 0691626014 ISBN-13(EAN): 9780691626017
Издательство: Wiley
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Цена: 31680.00 T
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Описание: Part of the Princeton Aeronautical Paperback series designed to bring to students and research engineers outstanding portions of the twelve-volume High Speed Aerodynamics and Jet Propulsion series. These books have been prepared by direct reproduction of the text from the original series and no attempt has been made to provide introductory material

Ancient Geography

Автор: Roller Duane W
Название: Ancient Geography
ISBN: 1784539074 ISBN-13(EAN): 9781784539078
Издательство: Bloomsbury Academic
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Цена: 26390.00 T
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Описание: The last dedicated book on ancient geography was published more than sixty years ago.

Lectures on Diophantine Approximations, Part 1: G Adic Numbers and Roth`s Theorem

Автор: Mahler Kurt
Название: Lectures on Diophantine Approximations, Part 1: G Adic Numbers and Roth`s Theorem
ISBN: 1258440288 ISBN-13(EAN): 9781258440282
Издательство: Неизвестно
Цена: 36720.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.


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