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PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION

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概要 Parametric and nonparametric inference for stochastic processes driven by a fractional Brownian motion were investigated by Mishura and Prakasa Rao among others. Similar problems for processes driven ...by an infinite-dimensional fractional Brownian motion were studied by Huebner, Rozovskii, Prakasa Rao, Cialenco and others. Parametric estimation for stochastic partial differential equations driven by driven by an infinite-dimensional mixed fractional Brownian motion is discussed in this article.続きを見る

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登録日 2022.05.16
更新日 2022.05.16