Logo BSU

Please use this identifier to cite or link to this item: http://elib.bsu.by/handle/123456789/233336
Title: Hurst parameter estimation in fractional diffusion models
Authors: Kubilius, K.
Keywords: ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика
ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика
Issue Date: 2019
Publisher: Minsk : BSU
Citation: Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the Twelfth Intern. Conf., Minsk, Sept. 18-22, 2019. – Minsk : BSU, 2019. – P. 68-70.
Abstract: We consider the problem of Hurst index estimation for solutions of stochastic differential equations driven by fractional Brownian motion or mixed fractional Brownian motion.
URI: http://elib.bsu.by/handle/123456789/233336
ISBN: 978-985-566-811-5
Appears in Collections:2019. Computer Data Analysis and Modeling : Stochastics and Data Science

Files in This Item:
File Description SizeFormat 
68-70.pdf309,12 kBAdobe PDFView/Open


PlumX

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.