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  • af Yuliya Mishura, Kestutis Kubilius & Kostiantyn Ralchenko
    1.305,95 - 1.324,95 kr.

    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.