2 papers
math.PR2025
Parameter estimation for generalized mixed fractional stochastic heat equation
B. L. S. Prakasa Rao
We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the…
math.ST2024
Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
B. L. S. Prakasa Rao
We discuss nonparametric estimation of the trend coefficient in models governed by a stochastic differential equation driven by a multiplicative stochastic volatility.