Parameter estimation in fractional diffusion models

Author(s)

• Kubilius, Kęstutis
• Mishura, I︠U︡lii︠a︡ S.
• Ralchenko, Kostiantyn

Bibliographic Information

Parameter estimation in fractional diffusion models

Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko

（Bocconi & Springer series / (series editors) Sandro Salsa ... [et al.], v. 8）

Springer , Bocconi University Press, c2017

• : pbk

Note

"Softcover re-print of the Hardcover 1st edition 2017"--T.p. verso of pbk.

Includes bibliographical references (p. 381-388) and index

• NCID: BB25614943
• ISBN:
  • 9783319710297
  • 9783319890319
• LCCN: 2017964371
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [Cham],[S.l.]
• Pages/Volumes: xix, 390 p.
• Size: 25 cm
• Classification:
  • DC23 : 530.475
• Subject Headings:
  • LCSH : Fractional calculus
  • LCSH : Brownian movements
  • LCSH : Stochastic processes
• Parent Bibliography ID:
  • BB04466702