Parameter estimation in stochastic differential equations.

DOI10.1007/978-3-540-74448-1zbMath1134.62058OpenAlexW1223110754MaRDI QIDQ2456744

Jaya P. N. Bishwal

Publication date: 19 October 2007

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-74448-1

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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