Wang Xiang Jun

Asymptotic Properties of Estimators in Stochastic Differential Equations with Additive Random Effects

Alkreemawi Walaa Khazal, Alsukaini Mohammed Sari & Wang Xiang Jun · Journal of Advances in Mathematics and Computer Science · 2016

A stochastic differential equation (SDE) defined N independent stochastic processes (Xi (t), t ∈ [0,Ti]),i = 1, ..., N, the drift term depends on the random variable ɸi . The distribution of the random effect ɸi  depends on unknown parameters. When the drift term is defined linea...