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math.PR2024
Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
Petr Čoupek, Pavel Kříž, Bohdan Maslowski
In this paper, we study parameter identification for solutions to (possibly non-linear) SDEs driven by additive Rosenblatt process and singularity of the induced laws on the path s…
math.PR2017
Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
Petr Čoupek
Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and take…