机译:具有广义随机波动率和统计估算器的随机微分方程
Department of Mathematics Faculty of Sciences of Monastir University of Monastir Avenue de l'Environnement 5000 Monastir Tunisia;
Department of Probability Theory Statistics and Actuarial Mathematics Faculty of Mechanics and Mathematics Taras Shevchenko National University of Kyiv Volodymyrska 64/13 Kyiv Ukraine 01601;
Department of Probability Theory Statistics and Actuarial Mathematics Faculty of Mechanics and Mathematics Taras Shevchenko National University of Kyiv Volodymyrska 64/13 Kyiv Ukraine 01601;
Department of Probability Theory Statistics and Actuarial Mathematics Faculty of Mechanics and Mathematics Taras Shevchenko National University of Kyiv Volodymyrska 64/13 Kyiv Ukraine 01601;
Department of Mathematics Faculty of Sciences of Monastir University of Monastir Avenue de l'Environnement 5000 Monastir Tunisia;
Stochastic differential equation; weak and strong solutions; stochastic volatility; drift parameter estimation; maximum likelihood estimator; strong consistency;
机译:具有广义随机波动率和统计估算器的随机微分方程
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机译:具有广义随机波动率和统计估算器的随机微分方程
机译:随机微分方程的自适应多元广义多项式混沌方法