Discretization of Processes

The book "Discretization of Processes" offers a comprehensive examination of the estimation of stochastic processes that are significant in the mathematical finance world and beyond. It addresses the theoretical foundations and the application of classical statistical tools, such as the law of large numbers and the central limit theorem, to estimate not only scalar parameters but also the underlying structure of models. The authors present innovative methods developed in the last ten years, providing a fresh perspective on data analysis across various scientific disciplines. This specialized book is aimed at researchers engaged in the theory of mathematical finance and its practical application in fields such as mathematical biology, chemical engineering, and physics.