Asymptotic parameter estimation theory for stochastic differential equations
Material type:
TextSeries: Thesis (PhD.) - University of Dar es SalaamPublication details: Ottawa : Carleton University, 1986.Description: ix,81p. : ill. ; 30cmSubject(s): LOC classification: - MATH QA274.23.K37
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Book | Directorate of Library Services (UDSM) | Mathematics Department | MATH QA274.23.K37 (Browse shelf(Opens below)) | Available | 000000257289 |
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| MATH QA274.7.M49 Markov chains and stochastic stability | MATH QA274.7.S765 2005 An introduction to markov processes | MATH QA274.22.B53 Stochastic intergration with jumps | MATH QA274.23.K37 Asymptotic parameter estimation theory for stochastic differential equations | MATH QA274.23.K56 2010 Numerical solution of stochastic differential equations with jumps in finance | MATH QA274.23.K56 2010 Numerical solution of stochastic differential equations | MATH QA274.25.A77 2004 Levy process and stochastic calculus |
Includes bibliography
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