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]

@article{IolovDL17,
  title = {Optimal Design for Estimation in Diffusion Processes from First Hitting Times},
  author = {Alexandre Iolov and Susanne Ditlevsen and André Longtin},
  year = {2017},
  doi = {10.1137/16M1060376},
  url = {https://doi.org/10.1137/16M1060376},
  researchr = {https://researchr.org/publication/IolovDL17},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {5},
  number = {1},
  pages = {88-110},
}