Parameter Estimation in Fractional Diffusion Models - Kubilius - Books - Springer International Publishing AG - 9783319710297 - February 1, 2018
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Kubilius
Parameter Estimation in Fractional Diffusion Models 1st ed. 2017 edition

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This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.

390 pages, 2 Tables, color; 2 Illustrations, color; 15 Illustrations, black and white; XIX, 390 p. 1

Media Books     Book
Released February 1, 2018
ISBN13 9783319710297
Publishers Springer International Publishing AG
Pages 390
Dimensions 150 × 220 × 20 mm   ·   752 g
Language German  

See all of Kubilius ( e.g. Book )