Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260)
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scientific article; zbMATH DE number 7772699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 7772699 |
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Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (English)
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30 November 2023
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fractional Brownian motion
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stochastic differential equation
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pathwise integral
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trajectory fitting
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