Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496)

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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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