Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion

Keyphrases

• Stochastic Differential Equations 100%
• Fractional Brownian Motion 100%
• Strong Asymptotics 50%
• Fitting Method 50%
• Asymptotic Distribution 50%
• Strong Consistency 50%
• Diffusion Coefficient 50%
• H1.2 50%
• Hurst Parameter 50%
• Drift Parameter Estimation 50%

INIS

• trajectories 100%
• differential equations 100%
• diffusion 100%
• stochastic processes 100%
• brownian movement 100%
• distribution 50%
• asymptotic solutions 50%

Mathematics

• Stochastic Differential Equation 100%
• Fractional Brownian Motion 100%
• Asymptotic Distribution 50%
• Parameter Estimation 50%
• Hurst Parameter 50%
• drift parameter μ 50%