Explicit Martingale Representations for Brownian Polynomials and their Paths Fitting

著录项

• 来源
  《2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会）论文集》|2009年|1-6|共6页
• 会议地点 Qingdao(CN)
• 作者

  XU Meiping; ZHANG Bo;

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• 作者单位

  School of Statistics, Renmin University of China, P.R.China, 100872 Department of Applied Mathematics, Beijing Technology and Business University, P.R.China, 100037;

  School of Statistics, Renmin University of China, P.R.China, 100872;

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• 会议组织
• 原文格式 PDF
• 正文语种 eng
• 中图分类 统计学;
• 关键词

  Brownian Motion; Martingale Representation; Ito Formula; EM Method;

  机译：布朗运动; ting表示;该公式; EM方法;