01887nam0 2200445 i 450 VAN006559620230220034645.796978-35-407-4447-420080919d2008 |0itac50 baengDE|||| |||||Parameter estimation in stochastic differential equationsJaya P. N. BishwalBerlinSpringer2008XI, 264 p.24 cmPubblicazione disponibile anche in formato elettronico001VAN01022502001 Lecture notes in mathematics210 Berlin [etc.]Springer1923VAN0234592Parameter estimation in stochastic differential equations23059360-XXProbability theory and stochastic processes [MSC 2020]VANC020428MFAsymptotic TheoryKW:KDiffusion ProcessesKW:KDiscrete ObservationsKW:KEstimatorKW:KMartingalesKW:KModelingKW:KOrnstein-Uhlenbeck processKW:KParameter EstimationKW:KQuantitative FinanceKW:KSemimartingalesKW:KStochastic differential equationsKW:KBerlinVANL000066BishwalJaya P. N.VANV052171472516Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/978-3-540-74448-1https://doi.org/10.1007/978-3-540-74448-1BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN0065596BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 0393 08 8193 I 20081201 Parameter estimation in stochastic differential equations230593UNICAMPANIA