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Anshui Li

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Articles

Parameter Estimation of Uncertain Differential Equations Driven by Threshold Ornstein-Uhlenbeck Process with Application to U.S. Treasury Rate Analysis

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By Jiajia Wang, Lianlian Zhou, Anshui Li
| MDPI
1. Introduction 1.1. Background and Motivation Many models related to probabilistic noise and fluctuations in engineering, industry, physics, environment science, and finance are driven by stochastic differential equations (SDEs), which were first proposed by Itô [1] and have now been developed into Itô stochastic calculus (see [2,3,4]). However, some vital deficiencies in the models related to SDEs are mentioned by Liu [5].
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