Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion

DOI10.1016/J.AMC.2020.125927zbMath1508.62062arXiv2001.01412WikidataQ115361146 ScholiaQ115361146MaRDI QIDQ6332355

Junjun Liao, Min Dai, Jin-qiao Duan, Xiang Jun Wang

Publication date: 6 January 2020

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

This page was built for publication: Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion