Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise

DOI10.1080/07362994.2021.1972815MaRDI QIDQ6364800arXivFDO

Authors B. L. S. Prakasa Rao

Publication date 8 April 2021

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Fractional processes, including fractional Brownian motion (60G22)

Abstract: We investigate the problem of nonparametric estimation of the trend for stochastic differential equations with delay and driven by a fractional Brownian motion through the method of kernel-type estimation for the estimation of a probability density function.

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