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

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model build

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

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While