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On mixed fractional stochastic differential equations with discontinuous drift coefficient.
Ercan Sönmez
Published in:
J. Appl. Probab. (2023)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
differential equations
non stationary
optimal control
long range
diffusion process
multiresolution
cost function
stochastic processes
heavy traffic