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Controlled drift estimation in fractional diffusion linear systems - MaRDI portal

Controlled drift estimation in fractional diffusion linear systems (Q2841324)

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scientific article; zbMATH DE number 6191012
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English
Controlled drift estimation in fractional diffusion linear systems
scientific article; zbMATH DE number 6191012

    Statements

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    24 July 2013
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    partially observed problems
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    maximum likelihood estimator
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    fractional Ornstein-Uhlenbeck
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    optimal designs
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    Controlled drift estimation in fractional diffusion linear systems (English)
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    Identifiers