Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion
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Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
Cites work
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- scientific article; zbMATH DE number 3701980 (Why is no real title available?)
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 782641 (Why is no real title available?)
- Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control
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- Statistical inference for ergodic diffusion processes.
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
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