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

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Latest revision as of 21:55, 30 July 2024

scientific article
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Spectral methods for identifying scalar diffusions
scientific article

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