Selfsimilar Processes (Princeton Series in Applied Mathematics)
Publisher: Princeton University Press
Published: July 16, 2002
Language: eng
Format: Hardcover
Number of pages: 152
ISBN-13: 9780691096278
Subjects: Stochastics; Self-similar processes; Mathematics; Science/Mathematics; Advanced; Probability & Statistics - General; Finance; Mathematics / Advanced; Distribution (Probability theory); Distribution (Probability theo
First sentence: Selfsimilar processes are stochastic processes that are invariant in distribution under suitable scaling of time and space (see Definition 1.1.1).