{"title":"由 G 布朗运动驱动的周期性随机微分方程的非参数估计","authors":"Xuekang Zhang , Chengzhe Huang , Shounian Deng","doi":"10.1016/j.spl.2024.110202","DOIUrl":null,"url":null,"abstract":"<div><p>The paper is concerned with the nonparametric estimation problem for periodic stochastic differential equations driven by <span><math><mi>G</mi></math></span>-Brownian motion based on continuous observations. The consistency and asymptotic distribution of the nonparametric estimator are discussed. Computer simulations are performed to illustrate our theory.</p></div>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion\",\"authors\":\"Xuekang Zhang , Chengzhe Huang , Shounian Deng\",\"doi\":\"10.1016/j.spl.2024.110202\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>The paper is concerned with the nonparametric estimation problem for periodic stochastic differential equations driven by <span><math><mi>G</mi></math></span>-Brownian motion based on continuous observations. The consistency and asymptotic distribution of the nonparametric estimator are discussed. Computer simulations are performed to illustrate our theory.</p></div>\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-07-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0167715224001718\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167715224001718","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
本文关注基于连续观测的 G 布朗运动驱动的周期性随机微分方程的非参数估计问题。本文讨论了非参数估计器的一致性和渐近分布。通过计算机模拟来说明我们的理论。
Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion
The paper is concerned with the nonparametric estimation problem for periodic stochastic differential equations driven by -Brownian motion based on continuous observations. The consistency and asymptotic distribution of the nonparametric estimator are discussed. Computer simulations are performed to illustrate our theory.
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