The estimation of probability distribution of SDE by only one sample trajectory

Computers and Mathematics with Applications

Volumn 62, Issue 4, 2011, Pages 1798-1806

  Hu, Guixin ^a   Wang, Ke ^a,b  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

^b NORTHEAST NORMAL UNIVERSITY   (China)

Author keywords

Logistic model; Markov chain; Probability distribution; Simulation

Indexed keywords

ANALYTICAL RESULTS; COMPUTATION SIMULATION; EULER SCHEME; FINITE STATE SPACES; LOGISTIC EQUATIONS; LOGISTIC MODELS; MARKOV CHAIN; MARKOVIAN SWITCHING; MONTE CARLO; SIMULATION; SIMULATION RESULT; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC LOGISTIC MODEL;

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; EULER EQUATIONS; MARKOV PROCESSES; MONTE CARLO METHODS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

PROBABILITY DISTRIBUTIONS;

EID: 80051793603     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2011.06.023     Document Type: Article

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