Fractional fields and applications
type: Item
instance of: scholarly article
title: Fractional fields and applications
zbMATH Open document ID: 1279.60006
DOI: 10.1007/978-3-642-36739-7
author: Serge Cohen
author: Jacques Istas
published in: Mathématiques \& Applications (Berlin)
publication date: 2013-04-08T00:00:00Z
review text: This monograph considers fractional Brownian fields and their extensions. Starting with an introductory chapter on stochastic fields and fractal analysis the text continues with a concise discussion of self-similarity with particular emphasis on Gaussian self similar fields. Other topic are Lévy fields and their most important properties. The last two parts of the book deal with more practical issues from statistics and simulation of fractional fields. The text is well written and should be accessible for readers with basic knowledge in probability and stochastic processes. With its wide range of different topics it closes a gap in the existing literature and will be of great use for anybody interested in the topic.
Mathematics Subject Classification ID: 60-02
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 62M40
zbMATH DE Number: 6151513
zbMATH Keywords: stochastic fields
zbMATH Keywords: fractal analysis
zbMATH Keywords: self-similarity
zbMATH Keywords: fractional Brownian field
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/978-3-642-36739-7
OpenAlex ID: W624584418
description: scientific article; zbMATH DE number 6151513