Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496)
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English | Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations |
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Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (English)
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25 February 2015
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drift coefficient
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nonparametric Bayesian estimation
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posterior consistency
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stochastic differential equation
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