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Parameter Estimation in Stochastic Differential Equations
Paperback
Series: Lecture Notes in Mathematics, Book 1923
General MathematicsProbability & Statistics
ISBN13: 9783540744474
Publisher: Springer Nature
Published: Oct 12 2007
Pages: 268
Weight: 0.97
Height: 0.66 Width: 6.14 Depth: 9.26
Language: English
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods.
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