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Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations - MaRDI portal

Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations

From MaRDI portal
Publication:5368860

DOI10.1088/1361-6420/aa7a1cOpenAlexW3102909793MaRDI QIDQ5368860

Lionel Roques, Michel Cristofol

Publication date: 11 October 2017

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.06859




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