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Statistical Causality, Extremal Measures and Weak Solutions of Stochastic Differential Equations with Driving Semimartingales.

Ljiljana PetrovicDragana Stanojevic
Published in: J. Math. Model. Algorithms (2010)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • fractional brownian motion
  • brownian motion
  • additive gaussian noise
  • closed form