×

Found 331 Documents (Results 1–100)

Rough homogenisation with fractional dynamics. (English) Zbl 1499.60335

Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 137-168 (2021).
PDFBibTeX XMLCite
Full Text: DOI arXiv

Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model. (English. Ukrainian original) Zbl 1435.60028

Theory Probab. Math. Stat. 99, 149-168 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 134-151 (2018).
MSC:  60G22 62F10 62F12
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

all top 3

Software