Consistent parameter estimation for partially observed diffusions with small noise (Q1895793)
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scientific article; zbMATH DE number 784120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent parameter estimation for partially observed diffusions with small noise |
scientific article; zbMATH DE number 784120 |
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Consistent parameter estimation for partially observed diffusions with small noise (English)
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13 August 1995
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nonlinear filtering
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consistency result
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partially observed diffusion processes
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small noise intensities
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identifiability property
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PDE vanishing viscosity methods
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binary detection problem
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