Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070): Difference between revisions

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Latest revision as of 02:01, 27 July 2024

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Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
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    Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (English)
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    9 November 2021
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    fractional Brownian motion
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    stochastic differential equations
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    Girsanov-type formula
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    random effects
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    maximum likelihood estimation
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