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