Maximum likelihood estimation in Skorohod stochastic differential equations (Q3552140): Difference between revisions
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Latest revision as of 09:43, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation in Skorohod stochastic differential equations |
scientific article |
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Maximum likelihood estimation in Skorohod stochastic differential equations (English)
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13 April 2010
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Skorohod stochastic differential equations
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Skorohod integral
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anticipative Girsanov transformation
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maximum likelihood estimator
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consistency
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limit distribution
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Carleman-Fredholm determinant
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