Kęstutis Kubilius: 1 book

Book cover of Parameter Estimation in Fractional Diffusion Models
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,...
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy