All ebooks by Yuliya Mishura in PDF and EPUB
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All ebooks by Yuliya Mishura in PDF and EPUB


2  Book(s)
Download this eBook Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Grigorij Kulinich , Svitlana Kushnirenko , Yuliya Mishura

This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable...

Publication date: 2020-04-29
Format: PDF, ePub
Publisher: Springer
Collection: Bocconi & Springer Series
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£44,99
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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