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Parameter Estimation in Fractional Diffusion Models
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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.
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.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Hardcover]
9783319710297
ISBN [Softcover]
9783319890319
Publisher
Springer
Year
2017
Pages
XIX, 390 p.
Series Title
Bocconi & Springer Series
Language
English

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