The Combined Estimator for Stochastic Equations on Graphs with Fractional Noise

In the present paper, we study the problem of estimating a drift parameter in stochastic evolution equations on graphs. We focus on equations driven by fractional Brownian motions, which are particularly useful e.g., in biology or neuroscience. We derive a novel estimator (the combined estimator) an...

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Bibliographic Details
Published in:	Mathematics
Main Authors:	Pavel Kříž, Leszek Szała
Format:	Article
Language:	English
Published:	MDPI AG 2020-10-01
Subjects:	stochastic equations on graphs fractional Brownian motion parameter estimation
Online Access:	https://www.mdpi.com/2227-7390/8/10/1766

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