Estimates of intense noise for inhomogeneous diffusion processes
Nonparametric estimates of noise intensityg(t) are obtained. These estimates are constructed for datax(t) defined by the equationdx(t)=f(x(t),t)dt+g(t)dw(t). The validity of the estimates is proved.
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| Date: | 1995 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5489 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |