Parameter Estimation in Stochastic Differential Equations

• Main Author: Bishwal, Jaya P. N. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Series: Lecture Notes in Mathematics, 1923
• Subjects: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Game theory.; Economics, Mathematical.; Numerical analysis.; Probabilities.; Statistics.; Analysis.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Statistical Theory and Methods.; Numerical Analysis.; Game Theory, Economics, Social and Behav. Sciences.

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...