Periodic Solutions of Stochastic Differential Equations Driven by Lévy Noises.

Xiao-Xia Guo Wei Sun

Published in: J. Nonlinear Sci. (2021)

Keyphrases

stochastic differential equations
fractional brownian motion
maximum a posteriori estimation
non stationary
brownian motion
long range
optimal solution
optimal control
multiscale
objective function
probabilistic model
diffusion process
financial markets