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Parameter estimation in mixed fractional stochastic heat equation
Work
Year: 2023
Type: article
Abstract: The paper is devoted to a stochastic heat equation with a mixed fractional Brownian noise. We investigate the covariance structure, stationarity, upper bounds and asymptotic behavior of the solution. ... more
Source: Modern Stochastics Theory and Applications
Authors Diana Avetisian, Kostiantyn Ralchenko
Institutions Taras Shevchenko National University of Kyiv, The University of Sydney
Cites: 31
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Related to: 10
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Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: diamond