Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-023-10045-y.pdf
Reference33 articles.
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5. Deng S, Fei C, Fei W, Mao X (2019) Stability equivalence between the stochastic differential delay equations driven by G-Brownian motion and the Euler-Maruyama method. Appl Math Lett 96:138–146
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1. Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion;Statistics & Probability Letters;2024-11
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