Cart
Create Account
Sign In
Already purchased this program?
Login to View
This video program is a part of the Premium package:
State-Space Gaussian Process For Drift Estimation In Stochastic Differential Equations
- IEEE MemberUS $11.00
- Society MemberUS $0.00
- IEEE Student MemberUS $11.00
- Non-IEEE MemberUS $15.00
State-Space Gaussian Process For Drift Estimation In Stochastic Differential Equations
This paper is concerned with the estimation of unknown drift functions of stochastic differential equations (SDEs) from observations of their sample paths. We propose to formulate this as a non-parametric Gaussian process regression problem and use an It?
This paper is concerned with the estimation of unknown drift functions of stochastic differential equations (SDEs) from observations of their sample paths. We propose to formulate this as a non-parametric Gaussian process regression problem and use an It?
