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Some estimation problems for stochastic differential equations

200521 citationsBook Chapter

Authors

R. Z. Has’minskiĭ · Steklov Mathematical Institute

И. А. Ибрагимов · Steklov Mathematical Institute

Topics & Keywords

Stochastic processes and financial applications Stability and Controllability of Differential Equations

Publication Details

Published in: Lecture notes in control and information sciences

DOI: 10.1007/bfb0003993

Field-Weighted Citation Impact: 1.41

Some estimation problems for stochastic differential equations | Researchclopedia