scholarly journals Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations*

2014 ◽  
Vol 54 (2) ◽  
pp. 127-141 ◽  
Author(s):  
Shota Gugushvili ◽  
Peter Spreij
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Nonparametric Bayesian ◽  
Drift Estimation

scholarly journals Nonparametric drift estimation for i.i.d. paths of stochastic differential equations

2020 ◽  
Vol 48 (6) ◽  
pp. 3336-3365
Author(s):  
Fabienne Comte ◽  
Valentine Genon-Catalot
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Drift Estimation

scholarly journals A general drift estimation procedure for stochastic differential equations with additive fractional noise

2020 ◽  
Vol 14 (1) ◽  
pp. 1075-1136 ◽  
Author(s):  
Fabien Panloup ◽  
Samy Tindel ◽  
Maylis Varvenne
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Estimation Procedure ◽  
Fractional Noise ◽  
Drift Estimation

Stochastic Differential Equations for Power Law Behaviors

2012 ◽  
Author(s):  
Bo Jiang ◽  
Roger Brockett ◽  
Weibo Gong ◽  
Don Towsley
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Power Law

scholarly journals Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations

2020 ◽  
Vol 53 (2) ◽  
pp. 2220-2224
Author(s):  
William M. McEneaney ◽  
Hidehiro Kaise ◽  
Peter M. Dower ◽  
Ruobing Zhao
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Strong Solution ◽  
Solution Existence
Sign in / Sign up

Export Citation Format

Share Document