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On Approximation of the Backward Stochastic Differential Equation
Backward SDE approximation of the solution small noise asymptotics
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2013/6/14
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends ...
MIXED EFFECTS IN STOCHASTIC DIFFERENTIAL EQUATION MODELS
maximum likelihood pharmacokinetics population estimates random eects repeated measurements stochastic processes
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2009/2/26
A class of statistical models is proposed where random e®ects are incorporated into a
stochastic di®erential equations model, and an expression for the likelihood function
is derived. In gen...