Inference in stochastic differential equations using the Laplace approximation: Demonstration and examples

Fuente: arXiv

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Bibliographic Details
Main Authors:	Thygesen, Uffe Høgsbro, Kristensen, Kasper
Format:	Preprint
Published:	2025
Subjects:	Methodology Probability 37M10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.21358