Del 0 - ISTE Invoiced

Generalized Fractional Brownian Motion

Nyhet

Inbunden, Engelska, 2026

2 169 kr

Beställningsvara. Skickas inom 7-10 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

This comprehensive book establishes the Zili generalized fractional Brownian motion (ZgfBm) as a powerful new foundation in the mathematical theory of stochastic processes.Generalized Fractional Brownian Motion provides the first rigorous and systematic stochastic analysis of the ZgfBm, a versatile Gaussian process that uniquely extends both the classic fractional Brownian motion with stationary increments and the sub-fractional Brownian motion with nonstationary increments. Defined by three tunable parameters, the ZgfBm offers unprecedented flexibility for modeling complex phenomena across diverse fields, overcoming the limitations of single-parameter models.The book carefully builds from foundational Gaussian theory and key fractional processes to advanced topics, including a complete methodology for parameter estimation, the development of a rigorous stochastic calculus with generalized Itô formulas and an investigation into the regularity of solutions to stochastic heat equations. This essential resource provides researchers, practitioners and graduate students with a unified and in-depth perspective on advanced fractional Gaussian processes.

Produktinformation

Utgivningsdatum2026-02-20
Mått156 x 234 x 16 mm
Vikt540 g
FormatInbunden
SpråkEngelska
SerieISTE Invoiced
Antal sidor256
FörlagISTE Ltd and John Wiley & Sons Inc
ISBN9781786309631

Tillhör följande kategorier

Introduction ixChapter 1. Gaussian Processes 1Chapter 2. Key Fractional Gaussian Processes: Building Blocks for the Generalized Fractional Brownian Motion 35Chapter 3. The Zili Generalized Fractional Brownian Motion: Definition and Core Properties 63Chapter 4. Parameter Estimation for the Generalized Fractional Brownian Motion 93Chapter 5. Stochastic Calculus with Generalized Fractional Brownian Motion 123Chapter 6. Stochastic Partial Differential Equations Driven by a ZgfBm Noise 171Appendix 203References 225Index 231

Mer från samma författare

Martingales et mathématiques financières en temps discret

Benoite de Saporta, Mounir Zili, Benoite De Saporta

Häftad

1 539 kr

Stochastic Analysis of Mixed Fractional Gaussian Processes

Yuliya Mishura, Mounir Zili

Inbunden

1 539 kr

Martingales and Financial Mathematics in Discrete Time

Benoîte de Saporta, Mounir Zili

Inbunden

2 269 kr

Del 7

Stochastic Differential Equations and Processes

Mounir Zili, Darya V. Filatova

Inbunden

1 389 kr

Del 7

Stochastic Differential Equations and Processes

Mounir Zili, Darya V. Filatova

Häftad

1 389 kr

Mer från samma serie

Biobanks in Healthcare

Nicole Arrighi, Paul Hofman, France) Arrighi, Nicole (Cote d’Azur University, France) Hofman, Paul (Cote d’Azur University

Inbunden

2 109 kr

Tourist Destinations According to Stakeholder Strategies

Pierre Louart, Jérôme Piriou, Philippe Violier

Inbunden

2 169 kr

Nanotechnologies and Nanomaterials Applied to Chemical Sensors and Biosensors

Pierre Camille Lacaze, Benoît Piro, Jean-Christophe Lacroix

Inbunden

2 109 kr

Generalized Linear Models

Jean-Francois Dupuy, France) Dupuy, Jean-Francois (University of Rennes

Inbunden

2 169 kr

Smart Grids and Buildings for Energy and Societal Transition

Benoît Robyns, Laure Dobigny, Dhaker Abbes, Benoit Durillon, Hervé Barry, Christophe Saudemont, Benoît

Inbunden

2 169 kr

Optimization in the Agri-Food Supply Chain

Mayssa Koubaa, Mayssa Koubaa, Mohamed Haykal Ammar, Diala Dhouib, Sirine Mnejja

Inbunden

2 109 kr

Advanced Studies in the Mathematical Theory of Scattering, Volume 3

Jean-Michel L. Bernard, France) Bernard, Jean-Michel L. (CEA, France; CMLA-ENS, Paris-Saclay, Jean-Michel L Bernard

Inbunden

2 149 kr

Thermal Properties Measurement of Materials

Yves Jannot, Alain Degiovanni, France) Jannot, Yves (LETMA-CNRS, Morocco) Degiovanni, Alain (University of Lorraine, France; International University of Rabat

Inbunden

2 149 kr