Learning networks of stochastic differential equations
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Learning networks of stochastic differential equations
Models based on stochastic differential equations (SDEs) play a crucial role inseveral domains of science and technology, ranging from chemistry to finance.In this talk I consider the problem of learning the drift coefficient of a pdimensionalstochastic differential equation from a sample path of length T. Iassume that the drift is parametrized ...
2.7K viewsMar 7, 2016
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