Pages that link to "Item:Q2909728"
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The following pages link to Parameter Estimation in Stochastic Differential Equations (Q2909728):
Displaying 15 items.
- Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
- Cooperative games under bubbly uncertainty (Q471018) (← links)
- Parameter estimation for the stochastically perturbed Navier-Stokes equations (Q544483) (← links)
- Estimation of parameters of one stochastic differential equation (Q1315305) (← links)
- Stochastic equations in the problems of semimartingale parameter estimation (Q1780285) (← links)
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies (Q2086995) (← links)
- Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
- Parameter estimation of stochastic differential equation (Q2837048) (← links)
- (Q3131656) (← links)
- Parameter estimation for forward Kolmogorov equation with application to nonlinear exchange rate dynamics (Q3177104) (← links)
- Estimation of the parameters in stochastic differential equations (Q4338018) (← links)
- (Q4442559) (← links)
- Estimating the parameters of stochastic differential equations using a criterion function (Q4942513) (← links)
- Parameter optimization for differential equations in asset price forecasting (Q5503692) (← links)
