Estimation for nonlinear stochastic differential equations by a local linearization method

Stochastic Analysis and Applications

Volumn 16, Issue 4, 1998, Pages 733-752

  Shoji, Isao ^a,c   Ozaki, Tohru ^b  

^a GRADUATE UNIVERSITY FOR ADVANCED STUDIES   (Japan)

^b INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^c UNIVERSITY OF TSUKUBA   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032370765     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999808809559     Document Type: Article

References (18)

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