Applications of the Girsanov theorem for multivariate fractional Brownian motions (Q2048476)
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scientific article; zbMATH DE number 7379484
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| English | Applications of the Girsanov theorem for multivariate fractional Brownian motions |
scientific article; zbMATH DE number 7379484 |
Statements
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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0.7879281044006348
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0.7764104604721069
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0.7689308524131775
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0.768355131149292
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