Path-Dependent SDEs: Solutions and Parameter Estimation

MaRDI QIDQ7179112arXivFDO

Authors Pardis Semnani, Vincent Guan, Elina Robeva, Darrick Lee

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Rough paths (60L20) Applications of rough analysis (60L90) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

arXiv classification

math.ST

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