Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Pilipovic, Predrag, Samson, Adeline, Ditlevsen, Susanne
Format:	Preprint
Published:	2022
Subjects:	Methodology Statistics Theory 62F12, 62H12, 62M99, 37M15, 60G65
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2211.11884