Parameter Estimation For Stochastic Differential Equations

Parameter Estimation in Stochastic Differential Equations

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.

Applied Stochastic Differential Equations

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Parameter Estimation for Stochastic Differential Equations