Charles Explorer logo
🇨🇿

Stochastic Differential Equations with Gaussian Noise

Publikace

Tento text není v aktuálním jazyce dostupný. Zobrazuje se verze "en".Abstrakt

Stochastic differential equations with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum contrast estimators are defined and their consistency and asymptotic normality are proved.

Theoretical results are applied to stochastic linear wave equations.