collaborators

1 paper

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…