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.
Produktkennzeichnungen
ISBN-10
3540744479
ISBN-13
9783540744474
eBay Product ID (ePID)
63026121
Produkt Hauptmerkmale
Sprache
Englisch
Anzahl der Seiten
Xiv Seiten
Verlag
Springer-Verlag Gmbh, Springer Berlin
Publikationsname
Parameter Estimation in Stochastic Differential Equations