Bayesian estimate and asymptotic property of stochastic differential equations with perturbation

DOI10.13705/J.ISSN.1671-6841.2018169zbMATH Open1438.62054MaRDI QIDQ5196462FDOQ5196462

Authors: Huiling Tan, Yan Lv 

Publication date: 2 October 2019

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zbMATH Keywords

asymptotic normalityBayesian estimationstochastic differential equationsasymptotic consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (4)

• Bayesian estimation of a class of second-order stochastic differential equations
• On Bayesian asymptotics in stochastic differential equations with random effects
• Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations
• Asymptotic Bayesian estimation of a first order equation with small diffusion

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