Journal of the Royal Statistical Society Series D (The Statistician) · 1962 · 92 citations · 0 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ChainsMarkov ProcessesStochastic CalculusStochastic Differential EquationsDiffusionsItô CalculusParameter Estimation For Stochastic Differential EquationsStochastic IntegralsStochastic Process Analysis