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arXiv · 2104.14888

Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects

B. L. S. Prakasa Rao
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Abstract

We discuss maximum likelihood estimation of parameters for models governed by a stochastic differential equation driven by a mixed fractional Brownian motion with random effects.

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B. L. S. Prakasa Rao. 2021-04-30. Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects. https://arxiv.org/abs/2104.14888

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