Parameter estimation on forward-backward stochastic differential equations (Q5064073)
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scientific article; zbMATH DE number 7494773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation on forward-backward stochastic differential equations |
scientific article; zbMATH DE number 7494773 |
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Parameter estimation on forward-backward stochastic differential equations (English)
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21 March 2022
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forward-backward stochastic differential equation
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maximum likelihood estimation
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discrete observations
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