Parameter Estimation in Stochastic Differential Equations :: SCD d'Orléans

Parameter Estimation in Stochastic Differential Equations

Parameter Estimation in Stochastic Differential Equations

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields l...

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Bibliografische gegevens
Hoofdauteur:	Bishwal, Jaya P. N.
Formaat:	Livre numérique
Taal:	Anglais
Gepubliceerd in:	Berlin, Heidelberg : Springer Berlin Heidelberg [20..]. Cham : Springer Nature
Editie:	1st ed. 2008.
Reeks:	Lecture Notes in Mathematics 1923
Onderwerpen:	Équations différentielles stochastiques Théorie des jeux Analyse numérique Probabilités Mathématiques Méthodes statistiques Finances > Modèles mathématiques
Online toegang:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Opmerking:	L'impression du document génère 268 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale)
Autres localisations:	Voir dans le Sudoc
Edition sous un autre format:	• Parameter estimation in stochastic differential equations, Jaya P. N. Bishwal, 2008, Berlin, Springer, 1 vol. (XI-264 p.), Lecture Notes in Mathematics, 978-3-540-74447-4 • Parameter Estimation in Stochastic Differential Equations, Texte imprimé, 9783540842767 • Parameter estimation in stochastic differential equations, Jaya P. N. Bishwal, 2008, Berlin, Springer, 1 vol. (XI-264 p.), Lecture Notes in Mathematics, 978-3-540-74447-4

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