Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion (Q2110194)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion |
scientific article |
Statements
Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion (English)
0 references
21 December 2022
0 references
fractional Brownian motion
0 references
time discretization
0 references
multilevel Monte Carlo
0 references
Markov chain Monte Carlo
0 references
0 references
0 references
