Statistical Inference for Fractional Diffusion Processes
looks at statistical inference for stochastic processes modeled by stochastic differential equations driven by fractional Brownian motion. Other related processes, such as sequential inference, nonparametric and non parametric inference and parametric estimation are also discussed.
The book will deal with Fractional Diffusion Processes (FDP) in relation to statistical influence for stochastic processes. The books main focus is on parametric and non parametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable.