Estimates of intense noise for inhomogeneous diffusion processes

  • 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
How to Cite
MaiborodaR. 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.
Section
Research articles