Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Amorino, Chiara, Nualart, Eulalia, Panloup, Fabien, Sieber, Julian
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2408.15904