Joint maximum a posteriori state path and parameter estimation in stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Parameter Estimation in Stochastic Differential Equations
Financial processes as processes in nature, are subject to stochastic fluctuations. Stochastic differential equations turn out to be an advantageous representation of such noisy, real-world problems, and together with their identification, they play an important role in the sectors of finance, but also in physics and biotechnology. These equations, however, are often hard to represent and to re...
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ژورنال
عنوان ژورنال: Automatica
سال: 2017
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2017.03.035