Abstract
We consider the problem of drift parameter estimation in a stochastic differential equation
driven by fractional Brownian motion with Hurst parameter
Funding source: Fondo Nacional de Desarrollo Científico y Tecnológico
Award Identifier / Grant number: 11230051
Award Identifier / Grant number: ECOS210037(C21E07)
Award Identifier / Grant number: AMSUD210023
Funding statement: The first author was partially supported by FONDECYT 11230051, Proyecto ECOS210037(C21E07), Mathamsud AMSUD210023. The work of the second author was supported by a scholarship granted by the Postgraduate and Programs Direction of Universidad Técnica Federico Santa María.
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Articles in the same Issue
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- Stochastic fractional differential inclusion driven by fractional Brownian motion
- Riesz idempotent, spectral mapping theorem and Weyl's theorem for (m,n)*-paranormal operators
- On the local time of Gaussian and Lévy processes
- Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle
- Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process
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Articles in the same Issue
- Frontmatter
- Stochastic fractional differential inclusion driven by fractional Brownian motion
- Riesz idempotent, spectral mapping theorem and Weyl's theorem for (m,n)*-paranormal operators
- On the local time of Gaussian and Lévy processes
- Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle
- Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process
- Random differential hyperbolic equations of fractional order in Fréchet spaces
- On Ulam type of stability for stochastic integral equations with Volterra noise