An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient

DOI10.1137/1133024MaRDI QIDQ3816869zbMATH OpenOpenAlexFDO

Authors Yu. A. Kutoyants

Publication date 1988

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1133024

zbMATH Keywords

diffusion processnondifferentiable drift coefficient

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cited in

(4)

• On multi-step estimation of delay for SDE
• scientific article; zbMATH DE number 4005389 (Why is no real title available?)
• ON DELAY ESTIMATION FOR STOCHASTIC DIFFERENTIAL EQUATIONS
• Estimation of multiple delays in a stochastic dynamical system

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