Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise
DOI10.1016/j.cnsns.2023.107589OpenAlexW4387369421MaRDI QIDQ6059024
Xiao-Long Wang, Yongge Li, Yong Xu, Jing Feng, Qi Liu
Publication date: 1 November 2023
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2023.107589
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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