PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION

B.L.S. Prakasa Rao 九州大学

2022

概要

Parametric and nonparametric inference for stochastic processes driven by a fractional Brownian motion were investigated by Mishura and Prakasa Rao among others. Similar problems for processes driven

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NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE

B.L.S. Prakasa Rao 九州大学 2020
表紙・目次

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Noise inference for ergodic Lévy driven SDE

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INVARIANT MANIFOLDS FOR NONAUTONOMOUS STOCHASTIC EVOLUTION EQUATION

Yang, Xiangdong 大阪大学 DOI:10.18910/83209 2021.07
Development of stochastic nonlinear multiscale computational method for short fiber reinforced composites to study the influence of microstructural variability on damage propagation (本文)

Hoang, Tien Dat 慶應義塾大学 2020.09.21

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大学

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PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION

概要

関連論文

NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE

表紙・目次

Noise inference for ergodic Lévy driven SDE

INVARIANT MANIFOLDS FOR NONAUTONOMOUS STOCHASTIC EVOLUTION EQUATION

Development of stochastic nonlinear multiscale computational method for short fiber reinforced composites to study the influence of microstructural variability on damage propagation (本文)

分野

大学

学位論文種類・取得年

言語

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PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION

概要

関連論文

NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE

表紙・目次

Noise inference for ergodic Lévy driven SDE

INVARIANT MANIFOLDS FOR NONAUTONOMOUS STOCHASTIC EVOLUTION EQUATION

Development of stochastic nonlinear multiscale computational method for short fiber reinforced composites to study the influence of microstructural variability on damage propagation (本文)