Maximum likelihood estimation in Skorohod stochastic differential equations (Q3552140): Difference between revisions

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-Jaya P. N. Bishwal
@@ Property / author: Jaya P. N. Bishwal / rank @@
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@@ Property / author @@
+Jaya P. N. Bishwal
@@ Property / author: Jaya P. N. Bishwal / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Parameter estimation in stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Skorohod stochastic differential equations of diffusion type
+Normal rank
@@ Property / cites work @@
+Anticipative Girsanov transformations and Skorohod stochastic differential equations
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@@ Property / cites work @@
+Skorohod stochastic differential equations with boundary conditions
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+Q4284351
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+Existence and continuity of occupation densities of stochastic integral processes
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+Reciprocal processes
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+Statistical inference for ergodic diffusion processes.
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+Q4842684
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+Stochastic calculus with anticipating integrands
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+Boundary value problems for stochastic differential equations
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+Linear stochastic differential equations with boundary conditions
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+Pricing via anticipative stochastic calculus
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+Anticipative portfolio optimization
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+Q3857325
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@@ Property / full work available at URL @@
+https://doi.org/10.1090/s0002-9939-09-10113-2
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+W2092811857
@@ Property / OpenAlex ID: W2092811857 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3552140