11 stycznia 2012 J. Janczura, S.Orzeł, A.Wyłomańska Modelowanie danych finansowych z wykorzystaniem procesów anomalnej dyfuzji. Modeling of financial data by using anomalous diffusion processes. In this presentation we focus on two types of anomalous diffusion processes that can be used to financial data modeling. The first one is based on the stable Ornstein-Uhlenbeck process subordinated by the inverse stable subordinator while the second considered process is the arithmetic Brownian motion subordinated by the inverse tempered stable subordinator. We present the theoretical results related to the main characteristrics of the examined processes. As a main result we present also the estimation procedures for parameters and examine them to real financial data.