scientific article

zbMath1339.60097MaRDI QIDQ3451318

Piriya Prunglerdbuathong, Sanae Rujivan, Khamron Mekchay

Publication date: 13 November 2015

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/1229

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationparameter estimationFokker-Planck equationStehfest algorithmLaplace transform dual reciprocity methodmaximum likehood estimationItō processestransitional probability density function

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)

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