Pages that link to "Item:Q4375215"

The following pages link to Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation (Q4375215):

Displaying 9 items.

• Approximations of solutions of stochastic differential equations driven by semimartingales (Q1066553) (← links)
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
• Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
• Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
• A comparison theorem for stochastic equations of optional semimartingales (Q4584280) (← links)
• (Q4895011) (← links)
• On statistical estimation and inferences in optional regression models (Q5004993) (← links)
• Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (Q5086474) (← links)
• Stochastic approximation algorithms: overview and recent trends. (Q5955825) (← links)