Classes of diffusion-type processes with a sufficient reduction (Q3742552): Difference between revisions
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English | Classes of diffusion-type processes with a sufficient reduction |
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Classes of diffusion-type processes with a sufficient reduction (English)
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1986
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stochastic differential equations
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maximum likelihood estimation
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sufficient data reduction
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sufficient statistic
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curved exponential family
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diffusion-type processes
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Riccati equation
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