Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise
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Publication:6364800
DOI10.1080/07362994.2021.1972815zbMATH Open1524.62400arXiv2104.03552MaRDI QIDQ6364800FDOQ6364800
Publication date: 8 April 2021
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.
Non-Markovian processes: estimation (62M09) Fractional processes, including fractional Brownian motion (60G22)
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