Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (Q5087042)
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scientific article; zbMATH DE number 7554653
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| English | Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 7554653 |
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Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (English)
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8 July 2022
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fractional Brownian motion
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parameter estimation
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nonlinear stochastic differential equation
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one-sided dissipative Lipschitz condition
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maximum inequality
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moment estimate
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Hölder continuity
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strong consistency
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0.8687872886657715
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0.8609508275985718
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0.8525404930114746
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0.8524225354194641
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