✦ LIBER ✦

A Statistical Method of Estimation and Simulation for Systems of Stochastic Differential Equations

✍ Scribed by Isao Shoji and Tohru Ozaki

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Method of descent for stochastic systems

✍ R. Z. Khas'minskii 📂 Article 📅 1981 🏛 Springer US 🌐 English ⚖ 282 KB

Digital simulation of stochastic differe

✍ N.N. Nikitin; V.D. Razevig 📂 Article 📅 1978 🏛 Elsevier Science ⚖ 743 KB

The Estimation of Parameters in Systems

✍ A. W. Phillips 📂 Article 📅 1959 🏛 Oxford University Press 🌐 English ⚖ 993 KB

Sequential estimation for prescribed sta

✍ Werner Sandmann 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 255 KB

Discretization and simulation of stochas

✍ E. Pardoux; D. Talay 📂 Article 📅 1985 🏛 Springer Netherlands 🌐 English ⚖ 1005 KB

Estimation for nonlinear stochastic diff

✍ Shoji, Isao; Ozaki, Tohru 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 560 KB