Applications of the Girsanov theorem for multivariate fractional Brownian motions (Q2048476): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of the Girsanov theorem for multivariate fractional Brownian motions |
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Applications of the Girsanov theorem for multivariate fractional Brownian motions (English)
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6 August 2021
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multivariate fractional Brownian motion
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stochastic differential equation
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Girsanov theorem
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weak solution
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drift parameter estimation
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