Bayesian estimation of discretely observed diffusion processes using Wiener chaos expansion

DOI10.1016/J.RINAM.2025.100644MaRDI QIDQ6878358zbMATH OpenFDO

Authors Fernando Baltazar-Larios, Francisco J. Delgado-Vences

Publication date 6 January 2026

Published in Results in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Bayesian estimationstochastic differential equationsWiener chaos expansion

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

This page was built for publication: Bayesian estimation of discretely observed diffusion processes using Wiener chaos expansion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6878358)