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...
שמור ב:
| Principais autores: | , |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
MDPI AG
2020-10-01
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| סדרה: | Mathematics |
| נושאים: | |
| גישה מקוונת: | https://www.mdpi.com/2227-7390/8/10/1766 |
| תגים: |
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