Nonparametric estimation of diffusions: a differential equations approach (Q2913847)

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Nonparametric estimation of diffusions: a differential equations approach
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    Nonparametric estimation of diffusions: a differential equations approach (English)
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    21 September 2012
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    finite element method
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    Gaussian measure
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    inverse problem
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    local time
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    Markov chain Monte Carlo
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    Markov process
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