Ciprian Tudor's Books

Non-Gaussian Selfsimilar Stochastic Processes

By: Ciprian Tudor

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Non-Gaussian Selfsimilar Stochastic Processes

By: Ciprian Tudor

This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets. The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models.

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Page Count

110

Publisher

Springer Nature

Published Date

ISBN 10

3031337727

ISBN 13

9783031337727

Analysis of Variations for Self-similar Processes

A Stochastic Calculus Approach

By: Ciprian Tudor

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Analysis of Variations for Self-similar Processes

A Stochastic Calculus Approach

By: Ciprian Tudor

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises. In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus.

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Page Count

272

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3319009362

ISBN 13

9783319009360

Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference

By: Ciprian A Tudor

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Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference

By: Ciprian A Tudor

The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation.The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space.The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed.

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Page Count

205

Publisher

World Scientific

Published Date

ISBN 10

9811264473

ISBN 13

9789811264474

Handbook of Probability

By: Ionut Florescu,Ciprian A. Tudor

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Handbook of Probability

By: Ionut Florescu,Ciprian A. Tudor

THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, the Handbook of Probability presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability. The book provides a useful format with self-contained chapters, allowing the reader easy and quick reference. Each chapter includes an introduction, historical background, theory and applications, algorithms, and exercises. The Handbook of Probability offers coverage of: Probability Space Probability Measure Random Variables Random Vectors in Rn Characteristic Function Moment Generating Function Gaussian Random Vectors Convergence Types Limit Theorems The Handbook of Probability is an ideal resource for researchers and practitioners in numerous fields, such as mathematics, statistics, operations research, engineering, medicine, and finance, as well as a useful text for graduate students.

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Page Count

347

Publisher

John Wiley & Sons

Published Date

ISBN 10

111859309X

ISBN 13

9781118593097

A Calendar of Realistic Smiles

By: Iulia Dobre-Trifan,Iulia Radu,Ciprian Dobre-Trifan,Andrei Cristian

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A Calendar of Realistic Smiles

By: Iulia Dobre-Trifan,Iulia Radu,Ciprian Dobre-Trifan,Andrei Cristian

How to realistically smile every month of the year? How to use the dynamic specific to each season, from the domineering cold of winter to the obsessive yellow of autumn, to bring energy, prosperity, and good will into your life, your mind, and your soul? Eccentric, pragmatic, and provocatively optimistic, the book "A Calendar of Realistic Smiles" can be the perfect gift: For you, if you want a quick intro to self-coaching on the theme of realistic positivity. For your loved ones, if you want a best practice guide for organizing, communicating, networking, and getting results. For your colleagues and your friends, if you want to get them something nice and action-inspiring! From December to November, month by month, the 4 authors show you how to replace fatigue with energy. From the mountains of Macin to the land of the Rising Sun, the book inspires you and teaches you how to choose your holiday locations wisely. From spring asthenia to after-holiday sport, authors share their experience of turning every part of the year into a useful resource! A mosaic of bright thoughts and tested actions that give you the additional motivation you need before Santa comes and after he leaves, for the rest of the year! A pocketbook, full of provocative ideas, not at all pretentious, to discover and apply especially when you get bored or not in the mood for the things you know you should take care of! A guide of the year, of each month, including reports and perspectives of the authors about everyday life, as it is oud in present day Romania, with the joys and troubles of the present, but also with confidence in an ever better, brighter future! A palette of practical, easy-to-test ideas to embellish your perceptions of what is happening to you or, at least, to stop dramatizing and to start enjoying what you already have! A personal travel assistant, who recommends, with arguments, where to go in what part of the year, to make the most of everything the universe has to offer! A small pragmatic coaching treatise in the self-coaching version that explains some simple ways to start understanding and acting on some topics that don't give you peace! To know how to live to the fullest in the season that best mirrors your personality and to want to find, in the rest of the year, strength and beauty, in nature and in people, starting with yourself… this is the subject of the book. The snow wings of winter, the empathic creativity of spring, the multi-coloured practical ideas of summer and the petals of pragmatic change of autumn, come together, in one place, in the first book of the Mozaic Collection.

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Page Count

184

Publisher

Pragmatic Publishing

Published Date

ISBN 10

6069481763

ISBN 13

9786069481769

Analysis of Variations for Self-similar Processes

A Stochastic Calculus Approach

By: Ciprian Tudor

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Analysis of Variations for Self-similar Processes

A Stochastic Calculus Approach

By: Ciprian Tudor

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Page Count

272

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3319009362

ISBN 13

9783319009360

Analysis of Variations for Self-similar Processes

A Stochastic Calculus Approach

By: Ciprian A. Tudor

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Analysis of Variations for Self-similar Processes

A Stochastic Calculus Approach

By: Ciprian A. Tudor

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Solve jigsaw puzzle

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Page Count

268

Publisher

Springer

Published Date

ISBN 10

3319009370

ISBN 13

9783319009377

Book's by Ciprian Tudor

Non-Gaussian Selfsimilar Stochastic Processes

Non-Gaussian Selfsimilar Stochastic Processes

Analysis of Variations for Self-similar Processes

Analysis of Variations for Self-similar Processes

Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference

Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference

Handbook of Probability

Handbook of Probability

A Calendar of Realistic Smiles

A Calendar of Realistic Smiles

Analysis of Variations for Self-similar Processes

Analysis of Variations for Self-similar Processes

Analysis of Variations for Self-similar Processes

Analysis of Variations for Self-similar Processes

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