On local linear approximations to diffusion processes

On local linear approximations to diffusion processes

Diffusion models have been used extensively in many applications. These models, such as those used in the financial engineering, usually contain unknown parameters which we wish to determine. One way is to use the maximum likelihood method with discrete samplings to devise statistics for unknown par...

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Bibliografische gegevens
Hoofdauteurs:	Duan, X, Qian, Z, Zheng, W
Formaat:	Journal article
Taal:	English
Gepubliceerd in:	2011

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On Local Linear Approximations to Diffusion Processes
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Gepubliceerd in: (2011-01-01)

Stability and Approximations of Symmetric Diffusion Semigroups and Kernels
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PHOTOGRAMMETRIC PROCESSING OF PLANETARY LINEAR PUSHBROOM IMAGES BASED ON APPROXIMATE ORTHOPHOTOS
door: X. Geng, et al.
Gepubliceerd in: (2018-04-01)

Local Linear Approximation Algorithm for Neural Network
door: Mudong Zeng, et al.
Gepubliceerd in: (2022-02-01)

Phase diffusion and the small-noise approximation in linear amplifiers: Limitations and beyond
door: Andy Chia, et al.
Gepubliceerd in: (2019-11-01)

Automating approximate Bayesian computation by local linear regression
door: Thornton Kevin R
Gepubliceerd in: (2009-07-01)

The non-locality of Markov chain approximations to two-dimensional diffusions
door: Reisinger, C
Gepubliceerd in: (2016)

Linear operators and approximation = Lineare operatoren und approximation : proceedings /
door: Conference on Linear Operators and Approximation (1971 : Black Forest), et al.
Gepubliceerd in: (1972)

Linear Time Local Approximation Algorithm for Maximum Stable Marriage
door: Zoltán Király
Gepubliceerd in: (2013-08-01)

Measurable functions approach for approximate solutions of Linear space-time-fractional diffusion problems
door: S. Soradi Zeid, et al.
Gepubliceerd in: (2018-10-01)

Linear Approximate Groups
door: Breuillard, E, et al.
Gepubliceerd in: (2010)

Approximate inverse preconditioners for linear systems arising from spatial balanced fractional diffusion equations
door: Xiaofeng Guo, et al.
Gepubliceerd in: (2023-05-01)

Approximation process of a positive linear operator of hypergeometric type
door: Karsli Harun
Gepubliceerd in: (2024-08-01)

Local approximation techniques in signal and image processing /
door: Katkovnik, V. IA. (Vladimir IAkovlevich), et al.
Gepubliceerd in: (2006)

An approximate diffusion process for environmental stochasticity in infectious disease transmission modelling.
door: Sanmitra Ghosh, et al.
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Stable linear approximations to dynamic programming for stochastic control problems with local transitions
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Approximate sparse linear regression
door: Har-Peled, S, et al.
Gepubliceerd in: (2021)

Approximation by positive linear operators
door: Ioan Gavrea
Gepubliceerd in: (1995-08-01)

Approximation by positive linear operators
door: Ioan Gavrea
Gepubliceerd in: (1995-08-01)

Approximate subgroups of linear groups
door: Breuillard, E, et al.
Gepubliceerd in: (2010)

Linear response for approximate inference
door: Welling, M, et al.
Gepubliceerd in: (2004)

Approximate linear algebraic equations /
door: 317418 Kuperman, I. B.
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Numerical linear approximation in C /
door: 406271 Abdelmalek, Nabih, et al.
Gepubliceerd in: (2008)

A local stabilized approach for approximating the modified time-fractional diffusion problem arising in heat and mass transfer
door: O. Nikan, et al.
Gepubliceerd in: (2021-09-01)

Generalized inverses of linear operators : Representation and approximation /
door: 427468 Groetsch, C. W.
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Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 1: Linearized approximations and linearized output functionals
door: Giles, M, et al.
Gepubliceerd in: (2010)

Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 1: linearized approximations and linearized output functionals
door: Giles, M, et al.
Gepubliceerd in: (2010)

Some Non-Local Population Models with Non-Linear Diffusion
door: Francisco Julio S.A. Corrêa, et al.
Gepubliceerd in: (2010-06-01)

Some Non-Local Population Models with Non-Linear Diffusion
door: Francisco Julio S.A. Corrêa, et al.
Gepubliceerd in: (2010-01-01)

The Rough Linear Approximate Space and Soft Linear Space
door: Ma Yingcang, et al.
Gepubliceerd in: (2016-04-01)

Correcting mean-field approximations for spatially-dependent advection-diffusion-reaction processes
door: Simpson, M, et al.
Gepubliceerd in: (2011)

Approximating the First Passage Time Density of Diffusion Processes with State-Dependent Jumps
door: Giuseppe D’Onofrio, et al.
Gepubliceerd in: (2022-12-01)

Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process
door: Yuliya Mishura
Gepubliceerd in: (2015-01-01)

Bayesian inference for diffusion processes: using higher-order approximations for transition densities
door: Susanne Pieschner, et al.
Gepubliceerd in: (2020-10-01)

Nonlocal approximation of nonlinear diffusion equations
door: Carrillo, JA, et al.
Gepubliceerd in: (2024)

Nonlocal approximation of nonlinear diffusion equations
door: Carrillo, JA, et al.
Gepubliceerd in: (2024)

Diffusion approximation of neuronal models revisited
door: Jakub Cupera
Gepubliceerd in: (2013-08-01)

APPROXIMATE FILTER FOR JUMP-DIFFUSION MODELS
door: K. A. Rybakov
Gepubliceerd in: (2016-11-01)

Extending the diffusion approximation to the boundary using an integrated diffusion model
door: Chen Chen, et al.
Gepubliceerd in: (2015-06-01)

Approximations to precisely localized supports of solutions for non-linear parabolic p-Laplacian problems
door: Jeli Roqia Abdullah
Gepubliceerd in: (2024-12-01)