Simulation of conditioned diffusion and application to parameter estimation-Reference-Cited by-同舟云学术

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Simulation of conditioned diffusion and application to parameter estimation

Published:2006-11 Issue:11 Volume:116 Page:1660-1675
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Delyon Bernard,Hu Ying

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference8 articles.

1. Random Dynamical Systems;Arnold,1998

2. Bounds for the fundamental solution of a parabolic equation;Aronson;Bull. Amer. Math. Soc.,1967

3. Monte Carlo Statistical Methods;Casella,1999

4. Probabilités et Potentiels. Chapitre I à IV;Dellacherie,1975

5. Stochastic Stability of Differential Equations;Has’minskii,1980

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