A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift

DOI10.3934/math.2021378zbMath1485.60044arXiv2009.03757OpenAlexW3153656792MaRDI QIDQ2133366

Min Zhang, Chunhao Cai

Publication date: 29 April 2022

Published in: AIMS Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.03757

zbMATH Keywords

Laplace transformmixed fractional Brownian motionoptimal inputfundamental martingale

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)

Cites Work

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