CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS
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Publication:2841324
DOI10.1142/S0219493712500256zbMath1267.62085MaRDI QIDQ2841324
Chunhao Cai, Alexandre Brouste
Publication date: 24 July 2013
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Numerical methods for integral transforms (65R10)
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