Minimizing the variance of a mathematical expectation estimate for a diffusion process functional based on a parametric transformation of a parabolic boundary value problem

✍ Scribed by S. A. Gusev

• Book ID: 111473948
• Publisher: Pleiades Publishing
• Year: 2011
• Tongue: English
• Weight: 579 KB
• Volume: 4
• Category: Article
• ISSN: 1995-4239
• DOI: 10.1134/s1995423911020030