SCOPUS 정보 검색 플랫폼

Volumn 43, Issue 3-6, 1997, Pages 495-501

Estimating the parameters of stochastic differential equations by Monte Carlo methods

Author keywords

Chi squared goodness of fit statistic; Gamma function; Ito's stochastic integral; Stochastic differential equations; Wiener process

Indexed keywords

ALGORITHMS; CURVE FITTING; FUNCTIONS; MONTE CARLO METHODS; OPTIMIZATION; PARAMETER ESTIMATION; RANDOM PROCESSES; STATISTICAL TESTS;

GAMMA FUNCTION; ITO'S STOCHASTIC INTEGRAL; WIENER PROCESS;

DIFFERENTIAL EQUATIONS;

EID: 0031096070 PISSN: 03784754 EISSN: None Source Type: Journal
DOI: 10.1016/s0378-4754(97)00037-2 Document Type: Article

Times cited : (6)

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