Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las

This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments liv

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research ar