article · Journal of the Indian Society for Probability and Statistics

Parameter Estimation for Stochastic Partial Differential Equations Driven by an Additive Multi-Order Fractional Brownian Motion

Mohamed El Omari

2024Chouaib Doukkali University

In plain language

No abstract is available for this record, so no summary has been generated.

Research topics

Stochastic processes and financial applications
Financial Risk and Volatility Modeling
Fractional Differential Equations Solutions

Read the original research

This page summarises published work. The authoritative version sits with the publisher.

View on publisher site Record on OpenAlex

DOI: 10.1007/s41096-024-00223-7

Is something wrong with this record? Report it or request removal.

Discussion

Discuss this research

Have you built on this work, tried to replicate it, or seen it applied in practice? Share what you know. Verified researchers and MARATTO™ domain experts can open a discussion, and any member can reply. Contributions are reviewed before they appear.

No discussion yet. Open the first thread.

New to MARATTO™? Create a free account.