Browsing Statistics (Theses and Dissertations) by Author "Joshi, Chaitanya"
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A new method to implement Bayesian inference on stochastic differential equation models
Joshi, Chaitanya (Trinity College (Dublin, Ireland). School of Computer Science & Statistics, 2011)Stochastic differential equations (SDEs) are widely used to model numerous real-life phenomena. However, transition densities of most of the SDE models used in practice are not known, making both likelihood based and ...