This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Browni

This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Méri

This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This first