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लेखक: Kęstutis Kubilius

समर्थन
Prof. Kęstutis Kubilius received his Ph.D. in mathematics at Vilnius University in 1981. Currently he is a professor of mathematics at the same university. His research work mainly focuses on limit theorems for semimartingales, theory of stochastic differential equations, and parameter estimation for fractional diffusion processes. He is the  author of more than 50 published papers. Prof. Yuliya Mishura received her Ph.D. in probability and statistics at Kyiv University in 1978 and received her postdoctoral degree in probability and statistics (habilitation) in 1990. She is currently a professor at Taras Shevchenko National University of Kyiv. She is the author of more than 250 research papers and 6 books. Her  research interests include theory and statistics of stochastic processes, fractional processes, stochastic analysis and financial mathematics. Dr. Kostiantyn Ralchenko is a postdoctoral researcher at the Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, where he also completed his Ph.D. in mathematics in 2012. His research interests include stochastic differential equations, fractional and multifractional processes, and statistics of stochastic processes. He is the author of 24 papers.




1 द्वारा ईबुक Kęstutis Kubilius

Kęstutis Kubilius & Yuliya Mishura: Parameter Estimation in Fractional Diffusion Models
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) …
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