Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266)

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scientific article; zbMATH DE number 7523354
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Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations
scientific article; zbMATH DE number 7523354

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    Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (English)
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    9 May 2022
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    stochastic differential equation
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    random effects
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    parametric inference
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    mixed fractional Brownian motion
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    discrete observations
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