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Financial market modeling is a prime example of a real-life application of probability theory and st... more
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motio... more
Entropies and Fractionality: Entropy Functionals, Small Deviations, Related Integral Equations start... more
This monograph studies the relationships between fractional Brownian motion (fBm) and other processe... more