Parameter estimation for rough differential equations (Q651024): Difference between revisions

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+An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions
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+Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
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+Delay equations driven by rough paths
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+Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
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