A comparative simulation study for estimating diffusion coefficient
Year of publication: |
2000
|
---|---|
Authors: | Guerra, Maria Letizia ; Stefanini, Luciano |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 53.2000, 3, p. 193-203
|
Publisher: |
Elsevier |
Subject: | Bisection method | Spline quadrature | Diffusion coefficient | Stochastic differential equation |
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