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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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Autores principales: Pavel Kříž, Leszek Szała
Formato: Artigo
Lenguaje:Inglês
Publicado: MDPI AG 2020-10-01
Colección:Mathematics
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Acceso en línea:https://www.mdpi.com/2227-7390/8/10/1766
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