Optimal parameter trajectory estimation in parameterized SDEs (Q4565411)
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scientific article; zbMATH DE number 6886476
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English | Optimal parameter trajectory estimation in parameterized SDEs |
scientific article; zbMATH DE number 6886476 |
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Optimal parameter trajectory estimation in parameterized SDEs (English)
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12 June 2018
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optimal parameter trajectory
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parameterized stochastic differential equations (SDEs)
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simulation optimization
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smoothed functional algorithm
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