Simulation of diffusion bridges and estimation for stochastic differential equatio

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research

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. p. 8-9 (Oberwolfach Reports; No. 48, Vol. 2021).

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research

Harvard

Sørensen, M 2021, Simulation of diffusion bridges and estimation for stochastic differential equatio. in Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach, Oberwolfach Reports, no. 48, vol. 2021, pp. 8-9, Statistics of Stochastic Differential Equations on Manifolds
and Stratified Space, Oberwolfach, Germany, 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. In Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting) (pp. 8-9). Mathematisches Forschungsinstitut Oberwolfach. Oberwolfach Reports Vol. 2021 No. 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. In Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach. 2021. p. 8-9. (Oberwolfach Reports; No. 48, Vol. 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. pp. 8-9 (Oberwolfach Reports; No. 48, Vol. 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