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

被引：0

作者：

Rao, B. L. S. Prakasa ^{[1
]}

机构：

[1] CR Rao Adv Inst Res Math Stat & Comp Sci, Hyderabad, India

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2022年 / 40卷 / 06期

关键词：

Nonparametric estimation; estimation of trend; stochastic differential equation with delay; kernel method of estimation; fractional Brownian motion; MAXIMAL INEQUALITIES;

D O I：

10.1080/07362994.2021.1972815

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：967 / 977

页数：11

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