Parameter Estimation in Stochastic Differential Equations
Edition: 1 edition
Publisher: Springer
Published: November 9, 2007
Language: eng
Format: Paperback
Number of pages: 268
ISBN-13: 9783540744474
Subjects: Differential equations; Stochastics; Mathematics; Science/Mathematics; Finance; Game Theory; Probability & Statistics - General; 60H10, 60H15, 60J60, 62M05, 62M09; Asymtotic Theory; Diffusion Processes; Discrete Observations; Mathematics / Statistics; Parameter Estimation; Stochastic Differential Equations
Notes: Lecture Notes in Mathematics