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Parameter estimation and singularity of laws on the path space for SDEs
  driven by Rosenblatt processes

Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes

19 March 2024
Petr vCoupek
Pavel Kvrívz
Bohdan Maslowski
ArXiv (abs)PDFHTML

Papers citing "Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes"

1 / 1 papers shown
Title
Mean-Field-Type Game Theory with Rosenblatt Noise
Hamidou Tembine
Tyrone E. Duncan
Bozenna Pasik-Duncan
14
0
0
29 May 2025
1