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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.

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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.

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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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