scientific article; zbMATH DE number 6831170

DOI10.13413/J.CNKI.JDXBLXB.2017.02.17MaRDI QIDQ3131656zbMATH OpenFDO

Authors Suli Wang, Yan Lv

Publication date 29 January 2018

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2017.02.17

zbMATH Keywords

asymptotic normalitynonlinear stochastic differential equationparameter estimationunbiasedness

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of parametric estimators (62F12)

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Cited in

(14)

• Parameter estimation in nonlinear stochastic differential equations
• Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter
• Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
• Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
• An extended Kudryashov technique for solving stochastic nonlinear models with generalized conformable derivatives
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• Estimation for nonlinear stochastic differential equations by a local linearization method¹
• Parameter estimation for some non-recurrent solutions of SDE
• Bayesian estimation of a class of second-order stochastic differential equations
• Bayesian estimate and asymptotic property of stochastic differential equations with perturbation
• Parameter estimation for the stochastically perturbed Navier-Stokes equations
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes

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