caa a22 4500 378879448 CHVBK 20180305123428.0 cr unu---uuuuu 161128e20030801xx s 000 0 eng 10.1515/156939803769210966 doi (NATIONALLICENCE)gruyter-10.1515/156939803769210966 Gusev S. A. Institute of Computational Mathematics and Mathematical Geophysics of the Siberian Branch of the Russian Academy of Sciences, Novosibirsk 630090, Russia Estimation of the coefficients in the parabolic equation by the statistical simulationof diffusion trajectories [Elektronische Daten] [S. A. Gusev] 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). Copyright 2003, Walter de Gruyter Russian Journal of Numerical Analysis and Mathematical Modelling Walter de Gruyter 18/4(2003-08-01), 297-305 0927-6467 18:4<297 2003 18 rnam https://doi.org/10.1515/156939803769210966 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.1515/156939803769210966 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Gusev S. A. Institute of Computational Mathematics and Mathematical Geophysics of the Siberian Branch of the Russian Academy of Sciences, Novosibirsk 630090, Russia NATIONALLICENCE 773 0- Russian Journal of Numerical Analysis and Mathematical Modelling Walter de Gruyter 18/4(2003-08-01), 297-305 0927-6467 18:4<297 2003 18 rnam CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter