Stochastic differential equations driven by fractional Brownian motion with Markov switching: Existence, uniqueness, approximations and inference

Project Details

Description

Fondecyt Iniciación en Investigación 2023
StatusActive
Effective start/end date15/03/2314/03/26

Funding

  • Agencia Nacional de Investigación y Desarrollo: CLP45,840,000.00

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