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Interpolation for partly hidden diffusion processes - MaRDI portal

Interpolation for partly hidden diffusion processes (Q2485789)

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Interpolation for partly hidden diffusion processes
scientific article

    Statements

    title
    Interpolation for partly hidden diffusion processes (English)
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    author
    Changsun Choi
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    Dougu Nam
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    publication date
    5 August 2005
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    zbMATH Keywords
    Excursion
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    Backward boundary value problem
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    Last exit decomposition
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    Identifiers

    zbMATH DE Number
    2192528
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    OpenAlex ID
    W2007542802
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