The Inverse Problem for Single Trajectories of Rough Differential Equations

arXiv:2201.10300v3 Announce Type: replace-cross Abstract: Motivated by the need to develop a general framework for performing statistical inference for discretely observed random rough differential equations, our aim is to construct a geometric $p$-rough path ${\bf X}$ whose r...

🔗 Read more: https://arxiv.org/abs/2201.10300

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