Estimating the Hurst index of the solution of a stochastic integral equation
Santrauka
Let X(t) be a solution of a stochastic integral equation driven by fractional Brownian motion BH and let [...]. Tarkime, X(t) yra stochastinės diferencialinės lygties, valdomos trupmeninio Brauno judesio BH , sprendinys, o [...].