Nonparametric estimation of diffusions: a differential equations approach (Q2913847)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric estimation of diffusions: a differential equations approach |
scientific article; zbMATH DE number 6085152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of diffusions: a differential equations approach |
scientific article; zbMATH DE number 6085152 |
Statements
Nonparametric estimation of diffusions: a differential equations approach (English)
0 references
21 September 2012
0 references
finite element method
0 references
Gaussian measure
0 references
inverse problem
0 references
local time
0 references
Markov chain Monte Carlo
0 references
Markov process
0 references
