Parameter Estimation in Stochastic Differential Equations
From MaRDI portal
Publication:2909728
DOI10.1007/978-3-642-14788-3_51zbMath1246.91157OpenAlexW78182575MaRDI QIDQ2909728
Pakize Taylan, Arifah Bahar, Unnamed Author, Zafer-Korcan Görgülü, Gerhard-Wilhelm Weber
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
Statistical methods; risk measures (91G70) Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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