Section: Partnerships and Cooperations
International Initiatives
Participation in Other International Programs
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Title: Stochastic and Statistics analysis for Stochastic Differential equations driven by fractional Brownian motion with non regular coefficients.
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International Partner (Institution - Laboratory - Researcher):
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PI: C. Olivera (Brasil), E. Tanré (France), S. Torrès (Chile)
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Keywords: Stochastic differential equations, fractional Brownian motion, Malliavin calculus, Bayesian parametric, and nonparametric statistics.