scientific article

From MaRDI portal
Publication:3434070

zbMath1108.62078MaRDI QIDQ3434070

Susanne Ditlevsen, Andrea De Gaetano

Publication date: 23 April 2007


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

A review on asymptotic inference in stochastic differential equations with mixed effects, Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations, Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth, An optimization‐based stochastic model of the two‐compartment pharmacokinetics, Nadaraya–Watson estimator for I.I.D. paths of diffusion processes, Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects, Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective, Parameter estimation in mixed fractional stochastic heat equation, Practical estimation of high dimensional stochastic differential mixed-effects models, On a projection least squares estimator for jump diffusion processes, Nonparametric estimation for stochastic differential equations with random effects, Bayesian prediction of crack growth based on a hierarchical diffusion model, Non parametric estimation for fractional diffusion processes with random effects, Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion, Nonparametric estimation for i.i.d. paths of fractional SDE, Nonparametric drift estimation for i.i.d. paths of stochastic differential equations, Parametric inference for mixed models defined by stochastic differential equations, Stochastic Differential Mixed-Effects Models, Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects, Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models