Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488): Difference between revisions

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Latest revision as of 18:16, 3 July 2024

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Parameter estimation for stochastic equations with additive fractional Brownian sheet
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    Parameter estimation for stochastic equations with additive fractional Brownian sheet (English)
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    5 February 2011
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    maximum likelihood estimator
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    fractional Brownian sheet
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    Malliavin calculus
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    girsanov transform
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