Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion (Q3459437)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion |
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Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion (English)
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8 January 2016
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Bayesian inference
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Davies and Harte algorithm
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fractional Brownian motion
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hybrid Monte Carlo algorithm
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stochastic differential equations
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