RECONSTRUCTION OF DIFFUSIONS USING SPECTRAL DATA FROM TIMESERIES

Communications in Mathematical Sciences

Volumn 4, Issue 3, 2006, Pages 651-668

  Crommelin, Daan ^a   Vanden Eijnden, Eric ^a,b  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Diffusions; Parameter estimation; Stochastic differential equations

Indexed keywords

EID: 34247333623     PISSN: 15396746     EISSN: 19450796     Source Type: Journal    
DOI: 10.4310/CMS.2006.v4.n3.a9     Document Type: Article

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