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scientific article

    Statements

    author
    Khamron Mekchay
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    Sanae Rujivan
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    publication date
    13 November 2015
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    zbMATH Keywords
    Itō processes
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    stochastic differential equation
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    parameter estimation
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    Laplace transform dual reciprocity method
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    transitional probability density function
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    Fokker-Planck equation
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    Stehfest algorithm
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    maximum likehood estimation
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    Identifiers

    Mathematics Subject Classification ID
    60H35
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    60H10
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    60H30
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    60J60
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    62M09
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    65C30
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    35Q84
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    zbMATH DE Number
    6508604
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