Browsing by Subject Stochastic differential equation
Showing results 1 to 8 of 8
Issue Date | Title | Author(s) |
2002 | Approximation of maximum likelihood estimator for diffusion processes from discrete observations | Rao, B L S P; Mishra, M N |
2001 | Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations | Mishra, M N; Rao, B L S P |
2006 | Infinite dimensional stochastic differential equations of ornstein–uhlenbeck type | Athreya, Siva R; Bass, Richard F; Gordina, Maria; Perkins, Edwin A |
1989 | On Metivier-Pellaumail inequality, emery topology and pathwise formulae in stochastic calculus | Karandikar, Rajeeva L |
1985 | On the berry- esseen Bound for maximum likelihood estimator for linear homogeneous diffusion processes | Mishra, M N; Rao, B L S P |
2008 | Probabilistic representations of solutions of the forward equations | Rajeev, B; Thangavelu, S |
2003 | Probabilistic representations of solutions to the heat equation | Rajeev, B; Thangavelu, S |
Jul-2001 | Rates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck process | Bishwal, J P N; Bose, A |