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scientific article; zbMATH DE number 2078355
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scientific article; zbMATH DE number 2078355 |
Statements
7 July 2004
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diffusion process
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minimum \(\chi^2\)-estimation
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Euler method
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0.8819599
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0.8765494
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0.85318035
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0.8496884
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0.8450517
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0.8417965
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0.8386909
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The authors consider the problem of searching for an object moving in a two-dimensional domain. The moving object is modelled as a killed diffusion process, the searcher as a deterministic control variable. The diffusion process is killed at the time where either the object is detected or when it leaves the domain, these times are random. Another parameter in the evolution of the diffusion and detection process is the search effort. The authors propose to use the minimum \(\chi^2\)-method to estimate this parameter and present a numerical method based on the Euler method for the underlying stochastic differential equation.They give a simulation example and discuss the sensitivity of the estimation method. For the entire collection see [Zbl 1029.00039].
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