Please use this identifier to cite or link to this item:
https://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 |
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