Optimal Design for Estimation in Diffusion Processes from First Hitting Times

Alexandre Iolov, Susanne Ditlevsen, André Longtin. Optimal Design for Estimation in Diffusion Processes from First Hitting Times. SIAM/ASA J. Uncertain. Quantification, 5(1):88-110, 2017. [doi]

Authors

Alexandre Iolov

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Susanne Ditlevsen

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André Longtin

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