Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise
Jing Feng, Xiaolong Wang, Qi Liu, Yongge Li, Yong Xu
Topics & Concepts
Stochastic differential equationNoise (video)Hurst exponentFractional Brownian motionGaussian noiseTrajectoryEstimation theoryMathematicsControl theory (sociology)Differential equationSampling (signal processing)Stochastic processBrownian noiseApplied mathematicsComputer scienceBrownian motionAlgorithmMathematical analysisStatisticsArtificial intelligencePhysicsWhite noiseComputer visionControl (management)Image (mathematics)AstronomyFilter (signal processing)Model Reduction and Neural NetworksNeural Networks and ApplicationsControl Systems and Identification