This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Browni

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex p

This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures,

Probability Models, Volume 51 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters o

Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particu