Open AccessParameter estimation for partially observed stochastic differential equations driven by fractional Brownian motion
Author(s) -
Chao Wei
Publication year - 2022
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2022717
Subject(s) - mathematics , fractional brownian motion , stochastic differential equation , estimator , consistency (knowledge bases) , asymptotic distribution , brownian motion , limit (mathematics) , strong consistency , central limit theorem , geometric brownian motion , gaussian , brownian excursion , mathematical analysis , diffusion process , statistics , physics , discrete mathematics , computer science , knowledge management , innovation diffusion , quantum mechanics
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