Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift
Open Access
- 1 November 2020
- journal article
- research article
- Published by Vilnius University Press in Nonlinear Analysis Modelling and Control
- Vol. 25 (6), 1059-1078
- https://doi.org/10.15388/namc.2020.25.20565
Abstract
Journal provides a multidisciplinary forum for scientists, researchers and engineers involved in research and design of nonlinear processes and phenomena, including the nonlinear modelling of phenomena of the nature.Keywords
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