INFORMATION ON DOCTORAL THESIS OF MS. HOANG THI PHUONG THAO (DOCTORAL CANDIDATE IN MATHEMATICS)

Quang Lợi

No nbh8p, OSF Preprints from Center for Open Science

Abstract: Investigation of the problem for estimation of the optimal state of fractional stochastic volatility based on observations given by a point process. Fractional stochastic filtering equations are obtained.

Date: 2015-09-14
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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:nbh8p

DOI: 10.31219/osf.io/nbh8p

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