by
Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
Language: English
Release Date: January 4, 2018
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets,...