Parameter estimation in diagonalizable bilinear stochastic parabolic equations
Year of publication: |
2009
|
---|---|
Authors: | Cialenco, Igor ; Lototsky, Sergey |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 3, p. 203-219
|
Publisher: |
Springer |
Subject: | Regular models | Singular models | Multiplicative noise | SPDE | Primary 62F12 | Secondary 60H15 |
-
Discussing the “big n problem”
Lasinio, Giovanna Jona, (2013)
-
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre, (2016)
-
Analysis of stochastic PDEs arising from large portfolios of stochastic volatility models
Kolliopoulos, Nikolaos, (2018)
- More ...
-
Fair estimation of capital risk allocation
Bielecki, Tomasz R., (2020)
-
Dynamic Conic Finance via Backward Stochastic Difference Equations
Bielecki, Tomasz R., (2014)
-
Hypothesis testing for stochastic PDEs driven by additive noise
Cialenco, Igor, (2015)
- More ...