scientific article; zbMATH DE number 1767707

MaRDI QIDQ4538693zbMATHFDO

Authors Isao Shoji

Publication date 16 July 2002

zbMATH Keywords

maximum likelihood estimationnonlinearstochastic differential equationdiffusion processnumerical experimentconditional moments

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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(14)

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• The moments of a diffusion process

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