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Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations - MaRDI portal

Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations

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Publication:6339090

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DOI10.1007/s10473-022-0304-8zbMath1513.60073arXiv2004.09580WikidataQ115384351 ScholiaQ115384351MaRDI QIDQ6339090

Meiqi Liu, Huijie Qiao

Publication date: 20 April 2020

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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