Parameter Estimation in Stochastic Differential Equations

DOI10.1007/978-3-642-14788-3_51zbMath1246.91157OpenAlexW78182575MaRDI QIDQ2909728

Pakize Taylan, Arifah Bahar, Unnamed Author, Zafer-Korcan Görgülü, Gerhard-Wilhelm Weber

Publication date: 6 September 2012

Published in: Dynamics, Games and Science II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-14788-3_51

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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