On a class of weak Asplund spaces which has some permanence properties
Luděk Jokl (1986)
Commentationes Mathematicae Universitatis Carolinae
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Displaying similar documents to “On estimating the diffusion coefficient”
On a class of weak Asplund spaces which has some permanence properties
On the estimation in a class of diffusion-type processes. Aplication for diffusion branching processes.
Manuel Molina Fernández, Aurora Hermoso Carazo (1990)
Extracta Mathematicae
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In this work a family of stochastic differential equations whose solutions are multidimensional diffusion-type (non necessarily markovian) processes is considered, and the estimation of a parametric vector θ which relates the coefficients is studied. The conditions for the existence of the likelihood function are proved and the estimator is obtained by continuously observing the process. An application for Diffusion Branching Processes is given. This problem has been studied in some...
A diffusion approximation in the ruin problem for a controlled Markov chain
Pham Kieu (1974)
Kybernetika
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Principle of superposition and interference of diffusion processes
Masao Nagasawa (1993)
Séminaire de probabilités de Strasbourg
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Asymptotic solutions of diffusion models for risk reserves.
Shao, S. (2003)
International Journal of Mathematics and Mathematical Sciences
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