Nonparametric Identification for Diffusion Processes
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Publication:4190540
DOI10.1137/0316024zbMath0404.93045OpenAlexW2157425303MaRDI QIDQ4190540
Publication date: 1978
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0316024
Brownian MotionDiffusion ProcessesMeasurable Stationary Markov ProcessNonparametric IdentificationRecursive Kernel Estimate
Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Identification in stochastic control theory (93E12)
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