搜索结果: 1-2 共查到“管理学 stochastic differential equation”相关记录2条 . 查询时间(0.108 秒)
On Approximation of the Backward Stochastic Differential Equation
Backward SDE approximation of the solution small noise asymptotics
2013/6/14
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends ...
MIXED EFFECTS IN STOCHASTIC DIFFERENTIAL EQUATION MODELS
maximum likelihood pharmacokinetics population estimates random eects repeated measurements stochastic processes
2009/2/26
A class of statistical models is proposed where random e®ects are incorporated into a
stochastic di®erential equations model, and an expression for the likelihood function
is derived. In gen...