All ebooks by Kostiantyn Ralchenko in PDF and EPUB
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All ebooks by Kostiantyn Ralchenko in PDF and EPUB


2  Book(s)
Download this eBook Fractional Brownian Motion
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Fractional Brownian Motion

Oksana Banna , Yuliya Mishura , Kostiantyn Ralchenko , Sergiy Shklyar

This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener...

Publication date: 2019-04-10
Format: PDF, ePub
Publisher: Wiley-ISTE
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£146,59
Download this eBook Parameter Estimation in Fractional Diffusion Models
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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...

Publication date: 2018-01-04
Format: PDF
Publisher: Springer
Collection: Bocconi & Springer Series
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£109,99

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