On Estimating the Drift of a Diffusion Process from Observations in a Domain

DOI10.1137/1122100zbMath0389.62069OpenAlexW1997297003MaRDI QIDQ4171472

I. I. Tsitovich

Publication date: 1977

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1122100

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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