Parameter identification in linear stochastic differential equations

DOI10.1016/0167-7152(89)90092-8zbMath0675.60051OpenAlexW2082387628MaRDI QIDQ1122222

Jacek Dabrowski

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90092-8

zbMATH Keywords

parameter identificationlinear stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)

Cites Work

• Unnamed Item
• On stationary solutions of a stochastic differential equation
• Parameter identification in infinte dimensional linear systems
• On processes of ornstein-uhlenbeck type in hilbert space

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