Parameter Estimation for Partially Observed Second-Order Diffusion Processes

Mathematics of planet earth 2026 Book chapter Open access

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Authors: Jan Albrecht, Sebastian Reich
DOI: 10.1007/978-3-032-12749-5_1
Cited by: 1
References: 17

Fields of Study & Subjects

stochastic dynamics and bifurcation Stochastic processes and financial applications Financial Risk and Volatility Modeling

Publication details

Journal / source
Mathematics of planet earth
Publisher
Springer Nature Switzerland
Pages
1–13
Publication date
1 January 2026
Language
EN
Document type
Book chapter