Reconstructing unknown coefficients of stochastic differential equations and intelligently predicting random processes with directed learning

DOI10.3103/S0278641924700043MaRDI QIDQ6572943

Publication date: 16 July 2024

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equation time series forecasting mixture of normal distributions statistical mixture separation

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx) Markov processes (60Jxx) Inference from stochastic processes (62Mxx)

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