A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift |
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A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (English)
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29 April 2022
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mixed fractional Brownian motion
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fundamental martingale
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Laplace transform
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optimal input
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