Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376)
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scientific article; zbMATH DE number 7716669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference for stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 7716669 |
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Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (English)
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25 July 2023
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parameter estimation
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stochastic differential equation
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fractional Brownian motion
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multiplicative noise
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small noise asymptotics
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