<journal article>
NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE
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Abstract | We discuss nonparametric estimation of the linear multiplier in a trend coefficient in models governed by a stochastic differential equation driven by a fractional Lévy process with small noise. |
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BIC-52-3 | 126 KB | 357 |
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Created Date | 2021.01.04 |
Modified Date | 2021.01.04 |