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(11 citation statements)

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“…Case (a) Under the assumptions (22), the relations (23) again hold. Hence, from (46), one obtains the steady-state density:…”

confidence: 97%

“…Case (a) Under the assumptions (22), the relations (23) again hold. Hence, from (46), one obtains the steady-state density:…”

confidence: 97%

“…Under the assumptions (22), we analyze the asymptotic behavior of the FPT density g X (S, t|x 0 , t 0 ) through a constant boundary S(t) = S, with S > 0. As the threshold S is progressively moved away from the starting point of the process X(t), an exponential approximation is shown to hold for the FPT pdf g X (S, t|x 0 , t 0 ) (cf.…”

confidence: 99%

“…Fundamental issues of parameter estimation theory for stochastic differential equations(SDEs) is to estimate certain parameters (i.e., deterministic quantities) appearing in the random models by certain observations (or by experimental data). There have been two main methods for the case of parameter estimation: maximum likelihood estimator(MLE) method, see for instance Andrade and Tavares [1], Kutoyants [22], Liptser and Shiryaev [27], Mishra and Prakasa Rao [34], Moummou [35],Prakasa Rao [38], Wen [47] and least square estimator (LSE) method, see Breton [23], Dorogoveev [8], and Kasonga [18]. Eventually, it turns out that both the MLE and the LSE are asymptotically equivalent and the LSE enjoys the strong consistency property under some regularity conditions.…”

confidence: 99%