Analysis of Variations for Self-similar Processes
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Publication:2840350
DOI10.1007/978-3-319-00936-0zbMath1308.60004OpenAlexW2498994366MaRDI QIDQ2840350
Publication date: 18 July 2013
Published in: Probability and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-00936-0
Malliavin calculusStein's methodstochastic heat equationmultifractional Brownian motionRosenblatt processself-similar processescentral limit theoremsstochastic wave equationHermite process
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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