Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting)

dc.bibliographicCitation.firstPage2641
dc.bibliographicCitation.lastPage2663
dc.bibliographicCitation.seriesTitleOberwolfach reports : OWReng
dc.bibliographicCitation.volume48
dc.contributor.otherLi, Xue-Mei
dc.contributor.otherPokern, Yvo
dc.contributor.otherSturm, Anja
dc.date.accessioned2023-12-15T10:27:48Z
dc.date.available2023-12-15T10:27:48Z
dc.date.issued2021
dc.description.abstractStatistics for stochastic differential equations (SDEs) attempts to use SDEs as statistical models for real-world phenomena. This involves an understanding of qualitative properties of this class of stochastic processes which includes Brownian motion as well as estimation of parameters in the SDE or a nonparametric estimation of drift and diffusivity fields from observations. Observations can be in continuous time, in high frequency discrete time considering the limit of small inter-observation times or in discrete time with constant inter-obseration times. Application areas of SDEs where state spaces are naturally viewed as manifolds or stratified spaces include multivariate stochastic volatility models, stochastic evolution of shapes (e.g. of biological cells), time-varying image deformations for video analysis and phylogenetic trees.eng
dc.description.versionpublishedVersion
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/13538
dc.identifier.urihttps://doi.org/10.34657/12568
dc.language.isoeng
dc.publisherZürich : EMS Publ. Houseeng
dc.relation.doihttps://doi.org/10.14760/OWR-2021-48
dc.relation.essn1660-8941
dc.relation.issn1660-8933
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.eng
dc.subject.ddc510
dc.subject.gndKonferenzschriftger
dc.titleStatistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting)eng
dc.typeArticleeng
dc.typeTexteng
dcterms.eventWorkshop Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting), 03 Oct - 09 Oct 2021, Oberwolfach
tib.accessRightsopenAccess
wgl.contributorMFO
wgl.subjectMathematik
wgl.typeZeitschriftenartikel
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