Parameter Estimation in Stochastic Differential Equations
Download or Read eBook Parameter Estimation in Stochastic Differential Equations PDF written by Jaya P. N. Bishwal and published by Springer. This book was released on 2007-09-26 with total page 271 pages. Available in PDF, EPUB and Kindle.
| Author | : Jaya P. N. Bishwal |
| Publisher | : Springer |
| Total Pages | : 271 |
| Release | : 2007-09-26 |
| ISBN-10 | : 9783540744481 |
| ISBN-13 | : 3540744487 |
| Rating | : 4/5 (81 Downloads) |
Book Synopsis Parameter Estimation in Stochastic Differential Equations by : Jaya P. N. Bishwal
Book excerpt: 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.
