The parameter identification of stochastic dynamical system driven by multiplicative mixed fractional Brownian motion

MaRDI QIDQ6563738zbMATH OpenFDO

Authors Wentao Hou, Shao-juan Ma

Publication date 27 June 2024

Published in Journal of Nonlinear and Convex Analysis (Search for Journal in Brave)

zbMATH Keywords

parameter identificationstochastic dynamical systemmixed fractional Brownian motion

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Brownian motion (60J65) Generation, random and stochastic difference and differential equations (37H10)

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