Nonparametric estimation of diffusions: a differential equations approach (Q2913847)
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scientific article; zbMATH DE number 6085152
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| English | Nonparametric estimation of diffusions: a differential equations approach |
scientific article; zbMATH DE number 6085152 |
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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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0.8547883033752441
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0.8462038040161133
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0.824221134185791
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0.822763979434967
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0.8224994540214539
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