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Drift Parameter Estimation in Diffusion and Fractional Diffusion Models

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Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments

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Integral representation with respect to fractional Brownian motion under a log-Hölder assumption

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Smooth approximations for fractional and multifractional fields

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Drift Parameter Estimation in the Models Involving Fractional Brownian Motion

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Monte-Carlo method for option pricing in sub-diffusive arithmetic models

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