Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty

zbMath1449.62053arXiv1904.12701MaRDI QIDQ3306180

Chen Fei, Weiyin Fei

Publication date: 12 August 2020

Full work available at URL: https://arxiv.org/abs/1904.12701

zbMATH Keywords

stochastic differential equationleast squares estimatorstrong consistencysub-linear expectationexponential martingale inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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