Optimal Design for Estimation in Diffusion Processes from First Hitting Times

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Optimal Design for Estimation in Diffusion Processes from First Hitting Times. / Iolov, Alexandre; Ditlevsen, Susanne; Longtin, André.

In: SIAM-ASA Journal on Uncertainty Quantification, Vol. 5, No. 1, 01.01.2017, p. 88-110.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Iolov, A, Ditlevsen, S & Longtin, A 2017, 'Optimal Design for Estimation in Diffusion Processes from First Hitting Times', SIAM-ASA Journal on Uncertainty Quantification, vol. 5, no. 1, pp. 88-110. https://doi.org/10.1137/16M1060376

APA

Iolov, A., Ditlevsen, S., & Longtin, A. (2017). Optimal Design for Estimation in Diffusion Processes from First Hitting Times. SIAM-ASA Journal on Uncertainty Quantification, 5(1), 88-110. https://doi.org/10.1137/16M1060376

Vancouver

Iolov A, Ditlevsen S, Longtin A. Optimal Design for Estimation in Diffusion Processes from First Hitting Times. SIAM-ASA Journal on Uncertainty Quantification. 2017 Jan 1;5(1):88-110. https://doi.org/10.1137/16M1060376

Author

Iolov, Alexandre ; Ditlevsen, Susanne ; Longtin, André. / Optimal Design for Estimation in Diffusion Processes from First Hitting Times. In: SIAM-ASA Journal on Uncertainty Quantification. 2017 ; Vol. 5, No. 1. pp. 88-110.

Bibtex

@article{1efde8d16da3447c885206e9cb2ef993,
title = "Optimal Design for Estimation in Diffusion Processes from First Hitting Times",
author = "Alexandre Iolov and Susanne Ditlevsen and Andr{\'e} Longtin",
year = "2017",
month = jan,
day = "1",
doi = "10.1137/16M1060376",
language = "English",
volume = "5",
pages = "88--110",
journal = "SIAM-ASA Journal on Uncertainty Quantification",
issn = "2166-2525",
publisher = "Society for Industrial and Applied Mathematics Publications",
number = "1",

}

RIS

TY - JOUR

T1 - Optimal Design for Estimation in Diffusion Processes from First Hitting Times

AU - Iolov, Alexandre

AU - Ditlevsen, Susanne

AU - Longtin, André

PY - 2017/1/1

Y1 - 2017/1/1

U2 - 10.1137/16M1060376

DO - 10.1137/16M1060376

M3 - Journal article

VL - 5

SP - 88

EP - 110

JO - SIAM-ASA Journal on Uncertainty Quantification

JF - SIAM-ASA Journal on Uncertainty Quantification

SN - 2166-2525

IS - 1

ER -

ID: 172136849