✦ LIBER ✦

Optimal nonparametric estimation for some semimartingale stochastic differential equations

✍ Scribed by M.E. Thompson; A. Thavaneswaran

Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 778 KB
Volume: 39
Category: Article
ISSN: 0096-3003
DOI: 10.1016/0096-3003(90)90005-n

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Polynomial stability for perturbed stoch

Polynomial stability for perturbed stochastic differential equations with respect to semimartingales

✍ Xuerong Mao 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 715 KB

Some limit theorems for stochastic delay

Some limit theorems for stochastic delay-differential equations

✍ Benjamin S. White 📂 Article 📅 1976 🏛 John Wiley and Sons 🌐 English ⚖ 766 KB

13. Stochastic differential equations :

13. Stochastic differential equations : Asymptotic theory of estimation in nonlinear stochastic differential equations for the multiparameter case

✍ A. Basu 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 79 KB

Some issues in discrete approximate solu

Some issues in discrete approximate solution for stochastic differential equations

✍ Y. Komori; Y. Saito; T. Mitsui 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 747 KB

An optimization method for solving some

An optimization method for solving some differential algebraic equations

✍ M.A. El-Khateb; H.S. Hussien 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 199 KB

## a b s t r a c t In this paper, the problem of differential algebraic equations has been solved via Chebyshev integral method combined with an optimization method. Two approaches are used based on the index of the problem: in the first, the proposed method is applied on the original problem and i

The optimal stability estimate for some

The optimal stability estimate for some ill-posed Cauchy problems for a parabolic equation

✍ Peter Knabner; Sergio Vessella 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 299 KB