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20122024
most citedState estimation under non-Gaussian Levy noise: A modified Kalman filtering method

5 citations · 8 across the 5 of their papers we have counts for

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math.ST2020★ 2 cited

Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion

Min Dai, Jinqiao Duan, Junjun Liao +1

Stochastic differential equations and stochastic dynamics are good models to describe stochastic phenomena in real world. In this paper, we study N independent stochastic processes…