Remarks on Drift Estimation for Diffusion Processes
Pokern, Yvo, Stuart, Andrew M., Vanden-Eijnden, EricVolume:
8
Language:
english
Journal:
Multiscale Modeling & Simulation
DOI:
10.1137/070694806
Date:
January, 2009
File:
PDF, 396 KB
english, 2009