This book is concerned with the theory of stochastic processes and
the theoretical aspects of statistics for stochastic processes. It
combines classic topics such as construction of stochastic
processes, associated filtrations, processes with independent
increments, Gaussian processes, martingales, Markov properties,
continuity and related properties of trajectories with contemporary
subjects: integration with respect to Gaussian processes, Ito
integration, stochastic analysis, stochastic differential
equations, fractional Brownian motion and parameter estimation in
diffusion models.
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