Stochastic Analysis & Applications: Volume 2

ISBN-13: 9781590331903 / Angielski / Twarda / 2002 / 201 str.

Yeol Je Cho;Jong Kyu Kim;Yong Kab Choi

Opis

Includes: On the Large & Small Increments of Fractional Lvy Brownian Fields; On Oblique Reflecting Switched Diffusion Processes; On the Weak Law of Large Numbers for Weighted Sums of Pairwise Negative Quadrant Dependent Random Variables; Random Walk Tests & Pseudorandom Number Generators; and, Increments Theory on Gaussian Processes.