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>
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
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