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~language:"und"
~subject:"Nonlinear stochastic differential equation"
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Search: person:"Christopeit, Norbert"
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Nonlinear stochastic differential equation
Programming
3
adaptive learning
3
consistency
3
Adaptive learning
2
Portfolio strategy
2
forecast feedback
2
linear regression with stochastic regressors
2
stochastic approximation
2
stochastic regressors
2
strong consistency
2
Ökonometrik Schätzung
2
A Bayes- formula approach
1
Adaptive control
1
Brownian motion
1
Contingent claim valuation
1
Control problems
1
Distributions of earthquake
1
Extreme value distributions
1
Financial markets
1
Finite/infinite
1
Martingale measure
1
Martingale measures
1
Nonlinear filter
1
Option pricing
1
Seminartingale theory
1
Statistics of extremes
1
Statistics of random processes
1
Time horizon
1
Uniqeness and asymptotic behaviour
1
asymptotic normality
1
bounded rationality
1
decreasing gain
1
hedging
1
incomplete markets
1
least-squares
1
least-squares regression
1
linear regression
1
minimal sufficient condition
1
non-stationary regression
1
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Christopeit, Norbert
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University of Bonn, Germany
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Discussion Paper Serie B
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RePEc
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Some comments on a simple nonlinear filter with application to adaptive control
Christopeit, Norbert
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University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028496
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