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Author

Raywat Tanadkithirun

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Open access Sep 2026

Parameter Estimation for Brownian Motion with Trend Mixed with Two Fractional Brownian Motions

This work studies parameter estimation for a stochastic process that combines a Brownian motion with trend and two fractional Brownian motions with distinct Hurst indices. The process is given by , where is a standard Brownian motion and are fractional Brownian motions with Hurst indices such that , with ,  and being m...

Phisitphong Ketrat, Raywat Tanadkithirun · 0 citations

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