Parameter estimation of uncertain differential equation with application to financial market
Xiangfeng Yang, Yuhan Liu, Gyei-Kark Park
Topics & Concepts
Ornstein–Uhlenbeck processProcess (computing)Estimation theoryDifferential (mechanical device)MathematicsApplied mathematicsInterval (graph theory)Differential equationValue (mathematics)Exponential functionStochastic differential equationFinancial marketEconometricsEstimationMathematical optimizationComputer scienceStochastic processEconomicsStatisticsMathematical analysisFinancePhysicsManagementCombinatoricsThermodynamicsOperating systemFuzzy Systems and OptimizationProbabilistic and Robust Engineering DesignFinancial Risk and Volatility Modeling