Notizie.
Notizie.
Nouvelle démonstration du théorème de d'Alembert. Exposition française par C. Bourlet
Nové tabulky úmrtnosti
Numerical approaches to parameter estimates in stochastic differential equations driven by fractional Brownian motion
We solve the one-dimensional stochastic heat equation driven by fractional Brownian motion using the modified Euler-Maruyama finite differences method. We use the numerical solution as our observation and we show how to estimate the drift parameter from a one path only.