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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| Главные авторы: | , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
MDPI AG
2020-10-01
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| Серии: | Mathematics |
| Предметы: | |
| Online-ссылка: | https://www.mdpi.com/2227-7390/8/10/1766 |
| Метки: |
Нет меток, Требуется 1-ая метка записи!
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