Estimation of the coefficients in the parabolic equation by the statistical simulationof diffusion trajectories
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| 024 | 7 | 0 | |a 10.1515/156939803769210966 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/156939803769210966 | ||
| 100 | 1 | |a Gusev |D S. A. |u Institute of Computational Mathematics and Mathematical Geophysics of the Siberian Branch of the Russian Academy of Sciences, Novosibirsk 630090, Russia | |
| 245 | 1 | 0 | |a Estimation of the coefficients in the parabolic equation by the statistical simulationof diffusion trajectories |h [Elektronische Daten] |c [S. A. Gusev] |
| 520 | 3 | |a We propose an algorithm for estimating the coefficients of the parabolic equation on the basis of observational data. The solution of the problem is based on the probabilistic representation of the solution of the parabolic equation and its parametric derivatives as the functional of the solution to the system of stochastic differential equations (SDEs). | |
| 540 | |a Copyright 2003, Walter de Gruyter | ||
| 773 | 0 | |t Russian Journal of Numerical Analysis and Mathematical Modelling |d Walter de Gruyter |g 18/4(2003-08-01), 297-305 |x 0927-6467 |q 18:4<297 |1 2003 |2 18 |o rnam | |
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| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Gusev |D S. A. |u Institute of Computational Mathematics and Mathematical Geophysics of the Siberian Branch of the Russian Academy of Sciences, Novosibirsk 630090, Russia | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Russian Journal of Numerical Analysis and Mathematical Modelling |d Walter de Gruyter |g 18/4(2003-08-01), 297-305 |x 0927-6467 |q 18:4<297 |1 2003 |2 18 |o rnam | ||
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