The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases

DOI10.1016/j.amc.2005.07.047zbMath1089.65009OpenAlexW2111993254MaRDI QIDQ2369192

Yanyan Li

Publication date: 28 April 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.07.047

zbMATH Keywords

biometrynumerical examplesnonlinear stochastic differential equationKummer functionestimation of drift parametersSimulation algorithmDiffusion parameterLife expectancy at birthStochastic Rayleigh diffusion model

Mathematics Subject Classification ID

General biostatistics (92B15) Applications of statistics to social sciences (62P25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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