Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations. Gugushvili, S. & Spreij, P. Lith. Math. J., 54(2):127–141, 2014.
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations [link]Paper  doi  bibtex   
@Article{MR3212631,
  author     = {Gugushvili, Shota and Spreij, Peter},
  title      = {Nonparametric {B}ayesian drift estimation for multidimensional stochastic differential equations},
  journal    = {Lith. Math. J.},
  year       = {2014},
  volume     = {54},
  number     = {2},
  pages      = {127--141},
  issn       = {0363-1672},
  doi        = {10.1007/s10986-014-9232-1},
  fjournal   = {Lithuanian Mathematical Journal},
  groups     = {Published},
  mrclass    = {62M05 (60H10 62F15 62G20)},
  mrnumber   = {3212631},
  mrreviewer = {Rosa Maria Mininni},
  url        = {https://doi.org/10.1007/s10986-014-9232-1}
}

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