Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion

Mathematics

• Time Discretization 100%
• Bayesian 100%
• Stochastic Differential Equation 100%
• Fractional Brownian Motion 100%
• Computational Cost 50%
• Mean Square Error 50%
• Importance Sampling 50%
• Markov Chain Monte Carlo Method 50%
• Brownian Motion Model 50%
• Monte Carlo Algorithm 50%
• Markov Chain Monte Carlo 50%
• Real Data 50%
• Simulated Data 50%

Keyphrases

• Fractional Brownian Motion Model 50%