Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.09.002 ◽

2021 ◽

Author(s):

Valentine Genon-Catalot ◽

Catherine Larédo

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parametric Inference ◽

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Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.1902352 ◽

2021 ◽

pp. 1-12

Author(s):

B.L.S. Prakasa Rao

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Fractional Brownian Motion ◽

Random Effects ◽

Parametric Inference ◽

Discrete Observations ◽

Mixed Fractional Brownian Motion

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Parametric Inference for Discretely Sampled Stochastic Differential Equations

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_23 ◽

2009 ◽

pp. 531-553 ◽

Author(s):

Michael Sørensen

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parametric Inference

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Simulation and Parametric Inference of a Mixed Effects Model with Stochastic Differential Equations Using the Fokker-Planck Equation Solution

Numerical Modeling and Computer Simulation ◽

10.5772/intechopen.90751 ◽

2020 ◽

Author(s):

Bakrim Fadwa ◽

Hamid El Maroufy ◽

Hassan Ait Mousse

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Planck Equation ◽

Mixed Effects ◽

Mixed Effects Model ◽

Parametric Inference ◽

Equation Solution ◽

Fokker Planck Equation ◽

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Parametric Inference for Discretely Sampled Stochastic Differential Equations

SSRN Electronic Journal ◽

10.2139/ssrn.1148169 ◽

2008 ◽

Author(s):

Michael Sorensen

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parametric Inference

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Parametric inference for mixed models defined by stochastic differential equations

ESAIM Probability and Statistics ◽

10.1051/ps:2007045 ◽

2008 ◽

Vol 12 ◽

pp. 196-218 ◽

Author(s):

Sophie Donnet ◽

Adeline Samson

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Mixed Models ◽

Parametric Inference

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Stochastic Differential Equations for Power Law Behaviors

10.21236/ada577839 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

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Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.

SSRN Electronic Journal ◽

10.2139/ssrn.3133959 ◽

2018 ◽

Author(s):

Ahsan Amin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Stochastic Integrals ◽

Iterated Integrals

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Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5275 ◽

2020 ◽

Vol 31 (1) ◽

pp. 250-267 ◽

Author(s):

Ruili Song ◽

Bo Wang ◽

Quanxin Zhu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Multiple Delays ◽

Delay Dependent ◽

Delay Dependent Stability ◽

Nonlinear Hybrid

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Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/100797886 ◽

2011 ◽

Vol 49 (4) ◽

pp. 1397-1416 ◽

Author(s):

Andrei Yevik ◽

Huaizhong Zhao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stationary Solutions ◽

Numerical Approximations

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