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Optimal parameter trajectory estimation in parameterized SDEs - MaRDI portal

Optimal parameter trajectory estimation in parameterized SDEs (Q4565411)

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scientific article; zbMATH DE number 6886476
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Optimal parameter trajectory estimation in parameterized SDEs
scientific article; zbMATH DE number 6886476

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    Optimal parameter trajectory estimation in parameterized SDEs (English)
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    12 June 2018
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    optimal parameter trajectory
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    parameterized stochastic differential equations (SDEs)
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    simulation optimization
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    smoothed functional algorithm
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