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Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation - MaRDI portal

Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation (Q2954229)

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Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
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    Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation (English)
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    12 January 2017
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    dispersion coefficient
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    non-parametric Bayesian estimation
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    posterior contraction rate
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    stochastic differential equation
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