The overdamped generalized Langevin equation with Hermite noise

DOI10.1007/s13540-023-00153-4zbMath1522.60059OpenAlexW4366145860MaRDI QIDQ6073784

Ciprian A. Tudor

Publication date: 12 October 2023

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13540-023-00153-4

zbMATH Keywords

parameter estimationfractional Brownian motionEuler methodmultiple Wiener-Itô integralsgeneralized Langevin equationHermite process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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