Generators of Feller semigroups with coefficients depending on parameters and optimal estimators
DOI10.3934/dcdsb.2007.8.511zbMath1152.47032OpenAlexW2324887887MaRDI QIDQ2467062
Rosa Maria Mininni, Jerome A. Goldstein, Silvia Romanelli
Publication date: 18 January 2008
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2007.8.511
Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)
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