Ebooks de Kestutis Kubilius en PDF

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Parameter Estimation in Fractional Diffusion Models
Kestutis Kubilius , Yuliya Mishura , Kostiantyn Ralchenko
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...

Editeur : Springer
Parution : 2018-01-04
Collection : Bocconi & Springer Series
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126,59 €