Parameter estimation in stochastic differential equations

DOI10.1007/978-3-642-14788-3_51MaRDI QIDQ2909728zbMATH OpenOpenAlexFDO

Authors Pakize Taylan, Zafer-Korcan Görgülü, Arifah Bahar, Gerhard-Wilhelm Weber, Haliza Abd. Rahman

Publication date 6 September 2012

Published in Dynamics, Games and Science II (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-14788-3_51

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Statistical methods; risk measures (91G70) Estimation and detection in stochastic control theory (93E10)

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Cited in

(19)

• Estimation of parameters of one stochastic differential equation
• Stochastic equations in the problems of semimartingale parameter estimation
• A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies
• Time dependent stop-loss reinsurance and exposure curves
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• Parameter optimization for differential equations in asset price forecasting
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• Unveiling mortality dynamics: a novel mathematical framework across adulthood and aging

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