Contacto
Cómo comprar
Entrega
Guía de compras
Parameter Estimation in Fractional Diffusion Models
Inglés
331 b
Política de devolución de 30 días
Clientes que también han comprado
/
Tapa blanda
19.69
€
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact that the motion has independent increments, and, therefore, the random noise it generates is "white," i.e., uncorrelated. However, many processes in the natural sciences, computer networks and financial markets have long-term or short-term dependences, i.e., the correlations of random noise in these processes are non-zero, and slowly or rapidly decrease with time. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion. Therefore, the book constructs diffusion models with memory and provides simple and suitable parameter estimation methods in these models, making it a valuable resource for all researchers in this field.
Sobre el libro
Inglés
Categorías
Regale este libro hoy
Es fácil
1 Añadir al carrito y elegir Entregar como regalo en el checkout 2 Le enviaremos un vale 3 El libro llegará a la dirección del destinatarioTambién puede interesarle
/
Tapa blanda
10.69
€
/
Tapa dura
110.59
€
/
Tapa blanda
15.39
€
/
Tapa blanda
73.39
€
