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arXiv · 2104.03552

Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise

B. L. S. Prakasa Rao
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Abstract

We investigate the problem of nonparametric estimation of the trend for stochastic differential equations with delay and driven by a fractional Brownian motion through the method of kernel-type estimation for the estimation of a probability density function.

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B. L. S. Prakasa Rao. 2021-04-08. Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise. https://arxiv.org/abs/2104.03552

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