One-parameter statistical model for linear stochastic differential equation with time delay
نویسندگان
چکیده
منابع مشابه
Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation
In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...
متن کاملOn sequential parameter estimation for some linear stochastic differential equations with time delay
We consider the parameter estimation problem for the scalar di usion type process described by the stochastic equation with time delay
متن کاملOn sequential parameter estimation for some linear stochastic differential equations with time delay
We consider the parameter estimation problem for the scalar di usion type process described by the stochastic equation with time delay
متن کاملAlgorithms for Linear Stochastic Delay Differential Equations
Models consisting of linear, N-dimensional stochastic delay differential equations present a particular set of challenges for numerical simulation. While the user often seeks the probability density function of the solution, currently available methods rely on Monte Carlo sampling to generate sample paths, from which a density function must be estimated statistically. In the present work, we de...
متن کاملnumerical solution of heun equation via linear stochastic differential equation
in this paper, we intend to solve special kind of ordinary differential equations which is called heun equations, by converting to a corresponding stochastic differential equation(s.d.e.). so, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this s.d.e. is solved by numerically methods. mo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics
سال: 2016
ISSN: 0233-1888,1029-4910
DOI: 10.1080/02331888.2016.1239728