caa a22 4500 467922551 CHVBK 20180406152921.0 cr unu---uuuuu 170328e20060101xx s 000 0 eng 10.1007/s00477-005-0022-5 doi (NATIONALLICENCE)springer-10.1007/s00477-005-0022-5 Probability density estimation in stochastic environmental models using reverse representations [Elektronische Daten] [E. Berg, A. Heemink, H. Lin, J. Schoenmakers] The estimation of probability densities of variables described by stochastic differential equations has long been done using forward time estimators, which rely on the generation of forward in time realizations of the model. Recently, an estimator based on the combination of forward and reverse time estimators has been developed. This estimator has a higher order of convergence than the classical one. In this article, we explore the new estimator and compare the forward and forward-reverse estimators by applying them to a biochemical oxygen demand model. Finally, we show that the computational efficiency of the forward-reverse estimator is superior to the classical one, and discuss the algorithmic aspects of the estimator. Springer-Verlag, 2005 Berg E. Department of Applied Mathematical Analysis, Delft University of Technology Faculty of Information Technology and Systems, Mekelweg 4, 2628, CD Delft, The Netherlands aut Heemink A. Department of Applied Mathematical Analysis, Delft University of Technology Faculty of Information Technology and Systems, Mekelweg 4, 2628, CD Delft, The Netherlands aut Lin H. Department of Applied Mathematical Analysis, Delft University of Technology Faculty of Information Technology and Systems, Mekelweg 4, 2628, CD Delft, The Netherlands aut Schoenmakers J. Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstrasse 39, 10117, Berlin, Germany aut Stochastic Environmental Research and Risk Assessment Springer-Verlag 20/1-2(2006-01-01), 126-139 1436-3240 20:1-2<126 2006 20 477 https://doi.org/10.1007/s00477-005-0022-5 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00477-005-0022-5 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Berg E. Department of Applied Mathematical Analysis, Delft University of Technology Faculty of Information Technology and Systems, Mekelweg 4, 2628, CD Delft, The Netherlands aut NATIONALLICENCE 700 1- Heemink A. Department of Applied Mathematical Analysis, Delft University of Technology Faculty of Information Technology and Systems, Mekelweg 4, 2628, CD Delft, The Netherlands aut NATIONALLICENCE 700 1- Lin H. Department of Applied Mathematical Analysis, Delft University of Technology Faculty of Information Technology and Systems, Mekelweg 4, 2628, CD Delft, The Netherlands aut NATIONALLICENCE 700 1- Schoenmakers J. Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstrasse 39, 10117, Berlin, Germany aut NATIONALLICENCE 773 0- Stochastic Environmental Research and Risk Assessment Springer-Verlag 20/1-2(2006-01-01), 126-139 1436-3240 20:1-2<126 2006 20 477 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer