PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION

DOI10.5109/4784007OpenAlexW4285156556MaRDI QIDQ5093082

B. L. S. Prakasa Rao

Publication date: 26 July 2022

Published in: Bulletin of informatics and cybernetics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.05264

zbMATH Keywords

stochastic differential equationparametric estimationinfinitedimensional mixed fractional Brownian motion

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

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