LIBROS DEL AUTOR: kostiantyn ralchenko

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  • Parameter Estimation in Fractional Diffusion Models
    Kęstutis Kubilius / Kostiantyn Ralchenko / Yuliya Mishura
    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, and the economy. The substantial limitation in the use of stochastic diffusio...
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