Estimates of intense noise for inhomogeneous diffusion processes
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.Downloads
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.