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20152026
most citedMaximum likelihood estimation in the non-ergodic fractional Vasicek model

6 citations · 9 across the 24 of their papers we have counts for

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math.PR2019

Fractional stochastic heat equation with piecewise constant coefficients

Yuliya Mishura, Kostiantyn Ralchenko, Mounir Zili +1

We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infin…