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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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Bibliographic Details
Date:	1995
Main Authors:	Maiboroda, R. E., Майборода, Р. Е.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1995
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5489
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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