The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications |
scientific article |
Statements
The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (English)
0 references
29 September 2022
0 references
fractional Brownian motion
0 references
self-attracting diffusion
0 references
law of large numbers
0 references
least squares estimation
0 references
Malliavin calculus
0 references
asymptotic distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
