OpenAlex | NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE

Nonparametric Estimation Of Linear Multiplier For Stochastic Differential Equations Driven By Fractional Levy Process With Small Noise

Work

Year: 2020

Type: article

Abstract: We discuss nonparametric estimation of the linear multiplier in a trend coefficient in models governed by a stochastic differential equation driven by a fractional Lévy process with small noise.

Source: Bulletin of informatics and cybernetics

Author Bhagavatula Lakshmi Surya Prakasa Rao

Institution CR Rao Advanced Institute of Mathematics, Statistics and Computer Science

Cites: 7

Cited by: 4

Related to: 10

FWCI: 0.747

Citation percentile (by year/subfield): 66.29

Topic: Differential Equations and Boundary Problems

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze