Pages that link to "Item:Q5174381"
From MaRDI portal
The following pages link to A generalized mean-reverting equation and applications (Q5174381):
Displaying 9 items.
- Ergodicity of a generalized Jacobi equation and applications (Q898399) (← links)
- Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938) (← links)
- Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
- Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
- Sensitivities \textit{via} rough paths (Q2786491) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
- Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach (Q6641336) (← links)