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...

書誌詳細
出版年:	Mathematics
主要な著者:	Pavel Kříž, Leszek Szała
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2020-10-01
主題:	stochastic equations on graphs fractional Brownian motion parameter estimation
オンライン･アクセス:	https://www.mdpi.com/2227-7390/8/10/1766

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