Estimates of intense noise for inhomogeneous diffusion processes

Authors

  • R. E. Maiboroda

Abstract

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.

Published

25.07.1995

Issue

Section

Research articles

How to Cite

Maiboroda, R. E. “Estimates of Intense Noise for Inhomogeneous Diffusion Processes”. Ukrains’kyi Matematychnyi Zhurnal, vol. 47, no. 7, July 1995, pp. 946–951, https://umj.imath.kiev.ua/index.php/umj/article/view/5489.