Random Processes by Example

DOI10.1142/8883zbMath1305.60002OpenAlexW2496790531MaRDI QIDQ5420495

Mikhail Lifshits

Publication date: 13 June 2014

Full work available at URL: https://doi.org/10.1142/8883

zbMATH Keywords

Wiener processfractional Brownian motionstochastic processesGaussian processesstochastic integralsPoisson random measuresstable Lévy processesteletraffic models

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic integrals (60H05) Random measures (60G57) Foundations of stochastic processes (60G05)

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