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Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes (2024)

First Author: Pablo Ramses Alonso-Martin

Attributed to: Path-to-signature isometries with applications to modelling the long-term dynamics of complex systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://arxiv.org/abs/2407.09703

Type: Working Paper