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Parameter estimation in fractional diffusion models/

Kubilius, Kestutis

Parameter estimation in fractional diffusion models/ Kestutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko. - xix, 390 pages: illustrations; 25 cm. - Bocconi & Springer series, volume 8 2039-1471; . - Bocconi & Springer series; 8. .

Includes bibliographical references and index.

ISBN: 9783319710297 331971029X

LCCN: 2017964371

Subjects--Topical Terms:
Brownian motion processes.
Brownian movements.
Diffusion--Mathematical models.

Dewey Class. No.: 519.23 / K95p

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