Estimation of the coefficients in the parabolic equation by the statistical simulation of diffusion trajectories (Q4461842)
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scientific article; zbMATH DE number 2064339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the coefficients in the parabolic equation by the statistical simulation of diffusion trajectories |
scientific article; zbMATH DE number 2064339 |
Statements
18 May 2004
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parabolic equations
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estimation of coefficients
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statistical simulation
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least squares method
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system of stochastic differential equations
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Estimation of the coefficients in the parabolic equation by the statistical simulation of diffusion trajectories (English)
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