Spectral methods for identifying scalar diffusions (Q1298435): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Created claim: Wikidata QID (P12): Q127725618, #quickstatements; #temporary_batch_1722372779079
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Pricing of Interest Rate Derivative Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Identification for Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5574850 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3291682 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2760402 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Total positivity and the embedding problem for Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4767587 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624248 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5570526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semigroups of linear operators and applications to partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4303982 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3873024 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral theory of ordinary differential operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5514887 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127725618 / rank
 
Normal rank

Latest revision as of 21:55, 30 July 2024

scientific article
Language Label Description Also known as
English
Spectral methods for identifying scalar diffusions
scientific article

    Statements

    Spectral methods for identifying scalar diffusions (English)
    0 references
    0 references
    0 references
    19 June 2001
    0 references
    identification
    0 references
    embeddability
    0 references
    continuous-time models
    0 references
    finance
    0 references
    spectral decomposition
    0 references
    diffusion
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references