Terminal-dependent statistical inference for the integral form of FBSDE

DOI10.1155/2013/753025zbMath1417.62104OpenAlexW1974002882WikidataQ58921813 ScholiaQ58921813MaRDI QIDQ2312276

Qi Zhang

Publication date: 5 July 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/753025

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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