Nonparametric estimation of diffusions: a differential equations approach (Q2913847)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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