Statistical inference for fractional diffusion processes

Description:

"Statistical Inference for Fractional Diffusion Processes looks at statistical inference for stochastic processes modeled by stochastic differential equations driven by fractional Brownian motion. Other related processes, such as sequential inference, nonparametric and non parametric inference and parametric estimation are also discussed"--

subjects: Fractional calculus,  Probabilities,  Brownian movements,  Mathematical statistics,  Stochastic processes