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Statistical Causality, Extremal Measures and Weak Solutions of Stochastic Differential Equations with Driving Semimartingales.
Ljiljana Petrovic
Dragana Stanojevic
Published in:
J. Math. Model. Algorithms (2010)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
fractional brownian motion
brownian motion
additive gaussian noise
closed form