Quantifying Model Uncertainties in the Space of Probability Measures

zbMath1277.60104arXiv1204.0855MaRDI QIDQ4925765

Ting Gao, Jin-qiao Duan, Guo-wei He

Publication date: 12 June 2013

Full work available at URL: https://arxiv.org/abs/1204.0855

zbMATH Keywords

uncertaintyparameter estimationHellinger distancenumerical simulationprobability measuresstochastic differential equations (SDEs)stationary probability density

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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