Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise
Probability
2021-04-09 v1
Abstract
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.
Keywords
Cite
@article{arxiv.2104.03552,
title = {Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise},
author = {B. L. S. Prakasa Rao},
journal= {arXiv preprint arXiv:2104.03552},
year = {2021}
}