Parameter Estimation in Stochastic Differential Equations

By Jaya P.N. Bishwal

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods.

• Format: Paperback
• Language: English
• ISBN: 3540744479
• ISBN13: 9783540744474
• Release Date: October 2007
• Publisher: Springer
• Length: 268 Pages
• Weight: 0.97 lbs.
• Dimensions: 0.7" x 6.1" x 9.3"