Approximation of the likelihood function for stochastic differential equations with Markovian switching (Q6540484)
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scientific article; zbMATH DE number 7850007
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| English | Approximation of the likelihood function for stochastic differential equations with Markovian switching |
scientific article; zbMATH DE number 7850007 |
Statements
Approximation of the likelihood function for stochastic differential equations with Markovian switching (English)
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15 May 2024
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likelihood function
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convergence
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Markovian switching
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stochastic differential equations
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