Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453): Difference between revisions

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Latest revision as of 05:02, 22 July 2024

scientific article; zbMATH DE number 7184713
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English
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift
scientific article; zbMATH DE number 7184713

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    Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (English)
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    1 April 2020
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    fractional Brownian motion
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    Hurst index
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    volatility
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    Black-Scholes model
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    Verhulst equation
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    Landau-Ginzburg equation
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    consistent estimator
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