Simulation of diffusion bridges and estimation for stochastic differential equatio

Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning

Standard

Simulation of diffusion bridges and estimation for stochastic differential equatio. / Sørensen, Michael.

Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach, 2021. s. 8-9 (Oberwolfach Reports; Nr. 48, Bind 2021).

Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning

Harvard

Sørensen, M 2021, Simulation of diffusion bridges and estimation for stochastic differential equatio. i Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach, Oberwolfach Reports, nr. 48, bind 2021, s. 8-9, Statistics of Stochastic Differential Equations on Manifolds
and Stratified Space, Oberwolfach, Tyskland, 03/10/2021. <https://publications.mfo.de/bitstream/handle/mfo/3901/OWR_2021_48.pdf?sequence=1&isAllowed=y>

APA

Sørensen, M. (2021). Simulation of diffusion bridges and estimation for stochastic differential equatio. I Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting) (s. 8-9). Mathematisches Forschungsinstitut Oberwolfach. Oberwolfach Reports Bind 2021 Nr. 48 https://publications.mfo.de/bitstream/handle/mfo/3901/OWR_2021_48.pdf?sequence=1&isAllowed=y

Vancouver

Sørensen M. Simulation of diffusion bridges and estimation for stochastic differential equatio. I Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach. 2021. s. 8-9. (Oberwolfach Reports; Nr. 48, Bind 2021).

Author

Sørensen, Michael. / Simulation of diffusion bridges and estimation for stochastic differential equatio. Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach, 2021. s. 8-9 (Oberwolfach Reports; Nr. 48, Bind 2021).

Bibtex

@inproceedings{a5bf9aaf69f6467e900fb6f146b3a6ea,
title = "Simulation of diffusion bridges and estimation for stochastic differential equatio",
author = "Michael S{\o}rensen",
year = "2021",
language = "English",
series = "Oberwolfach Reports",
publisher = "Mathematisches Forschungsinstitut Oberwolfach",
number = "48",
pages = "8--9",
booktitle = "Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting)",
note = "null ; Conference date: 03-10-2021 Through 09-10-2021",

}

RIS

TY - GEN

T1 - Simulation of diffusion bridges and estimation for stochastic differential equatio

AU - Sørensen, Michael

PY - 2021

Y1 - 2021

M3 - Article in proceedings

T3 - Oberwolfach Reports

SP - 8

EP - 9

BT - Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting)

PB - Mathematisches Forschungsinstitut Oberwolfach

Y2 - 3 October 2021 through 9 October 2021

ER -

ID: 289452534