Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations (Q2157859)
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scientific article; zbMATH DE number 7562284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations |
scientific article; zbMATH DE number 7562284 |
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Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations (English)
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22 July 2022
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path-dependent McKean-Vlasov stochastic differential equations
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maximum likelihood estimation
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strong consistency
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numerical simulation
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