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v_madhu sde [7 articles]

Recent papers added to v_madhu library classified by the tag sde. You can also see everyone's sde.
  • A genetic estimation algorithm for parameters of stochastic ordinary differential equations
    Computational Statistics & Data Analysis, Vol. 47, No. 2. (1 September 2004), pp. 255-275.
    by Jamie Alcock, Kevin Burrage
    posted to differential dynamical equations estimation nonlinear parameter robust sde stochastic by v_madhu on 2005-11-03 21:51:34 as *****
  • Additive Noise Destroys a Pitchfork Bifurcation
    Journal of Dynamics and Differential Equations, Vol. 10, No. 2. (April 1998), pp. 259-274.
    by Hans Crauel, Franco Flandoli
    posted to attractors differential dynamical random sde stability system by v_madhu on 2005-04-27 18:23:56 as **
  • Attractors for random dynamical systems
    Probability Theory and Related Fields (Historical Archive), Vol. 100, No. 3. (1994), pp. 365-393.
    by Hans Crauel, Franco Flandoli
    posted to attractors dynamical random sde system by v_madhu on 2005-04-27 18:21:59 as **
  • Parameter estimation in stochastic differential equations: An overview
    (2000)
    by JN Nielsen, H Madsen, PC Young
    posted to differential equations estimation parameter sde stochastic by v_madhu on 2005-04-19 19:17:54 as ***** along with 1 person balabu
  • On the Stability of a Nonlinear Viscoelastic Rod Subjected to a Longitudinal Force in the Form of a Random Stationary Process
    Mechanics of Time-Dependent Materials, Vol. 2, No. 4. (1998), pp. 335-349.
    by VD Potapov
    posted to estimation mechanics parameter random rod sde stability stochastic by v_madhu on 2005-04-19 19:16:44 as ***
  • Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
    Journal of Business & Economic Statistics, Vol. 20, No. 3. (1 July 2002), pp. 297-338.
    by B Durham, AR Gallant
    posted to estimation parameter sde stochastic by v_madhu on 2005-04-19 19:13:50 as *** along with 1 person balabu
  • Parameter Estimation of Nonlinear Stochastic Differential Equations: Simulated Maximum Likelihood versus Extended Kalman Filter and Ito-Taylor Expansion
    Journal of Computational & Graphical Statistics, Vol. 11, No. 4. (1 December 2002), pp. 972-995.
    by H Singer
    posted to estimation parameter sde stochastic by v_madhu on 2005-04-19 19:08:46 as *****
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