Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 393-396
Citer cet article
G. L. Kulinich. On an estimation of the trend parameter of a stochastic diffusion equation. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 393-396. http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a13/
@article{TVP_1975_20_2_a13,
author = {G. L. Kulinich},
title = {On an estimation of the trend parameter of a~stochastic diffusion equation},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {393--396},
year = {1975},
volume = {20},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a13/}
}
TY - JOUR
AU - G. L. Kulinich
TI - On an estimation of the trend parameter of a stochastic diffusion equation
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1975
SP - 393
EP - 396
VL - 20
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a13/
LA - ru
ID - TVP_1975_20_2_a13
ER -
%0 Journal Article
%A G. L. Kulinich
%T On an estimation of the trend parameter of a stochastic diffusion equation
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 393-396
%V 20
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a13/
%G ru
%F TVP_1975_20_2_a13
In this note, the stochastic diffusion equation $$ d\xi(t)=[a(\xi(t))+\theta b(\xi(t))]\,dt+\sigma(\xi(t))\,dw(t) $$ is considered and the maximum likelihood estimate $\theta_T^*$ of the parameter $\theta$ is investigated.
