Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion - researchr publication

researchr

You are not signed in
Sign in
Sign up

Min Dai, Jinqiao Duan, Junjun Liao, Xiangjun Wang. Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion. Applied Mathematics and Computation, 397:125927, 2021. [doi]

Abstract is missing.

runs on WebDSL