Optimal Design for Estimation in Diffusion Processes from First Hitting Times
Research output: Contribution to journal › Journal article › Research › peer-review
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Optimal Design for Estimation in Diffusion Processes from First Hitting Times. / Iolov, Alexandre; Ditlevsen, Susanne; Longtin, André.
In: SIAM-ASA Journal on Uncertainty Quantification, Vol. 5, No. 1, 01.01.2017, p. 88-110.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Iolov, A, Ditlevsen, S & Longtin, A 2017, 'Optimal Design for Estimation in Diffusion Processes from First Hitting Times', SIAM-ASA Journal on Uncertainty Quantification, vol. 5, no. 1, pp. 88-110. https://doi.org/10.1137/16M1060376
APA
Iolov, A., Ditlevsen, S., & Longtin, A. (2017). Optimal Design for Estimation in Diffusion Processes from First Hitting Times. SIAM-ASA Journal on Uncertainty Quantification, 5(1), 88-110. https://doi.org/10.1137/16M1060376
Vancouver
Iolov A, Ditlevsen S, Longtin A. Optimal Design for Estimation in Diffusion Processes from First Hitting Times. SIAM-ASA Journal on Uncertainty Quantification. 2017 Jan 1;5(1):88-110. https://doi.org/10.1137/16M1060376
Author
Bibtex
@article{1efde8d16da3447c885206e9cb2ef993,
title = "Optimal Design for Estimation in Diffusion Processes from First Hitting Times",
author = "Alexandre Iolov and Susanne Ditlevsen and Andr{\'e} Longtin",
year = "2017",
month = jan,
day = "1",
doi = "10.1137/16M1060376",
language = "English",
volume = "5",
pages = "88--110",
journal = "SIAM-ASA Journal on Uncertainty Quantification",
issn = "2166-2525",
publisher = "Society for Industrial and Applied Mathematics Publications",
number = "1",
}
RIS
TY - JOUR
T1 - Optimal Design for Estimation in Diffusion Processes from First Hitting Times
AU - Iolov, Alexandre
AU - Ditlevsen, Susanne
AU - Longtin, André
PY - 2017/1/1
Y1 - 2017/1/1
U2 - 10.1137/16M1060376
DO - 10.1137/16M1060376
M3 - Journal article
VL - 5
SP - 88
EP - 110
JO - SIAM-ASA Journal on Uncertainty Quantification
JF - SIAM-ASA Journal on Uncertainty Quantification
SN - 2166-2525
IS - 1
ER -
ID: 172136849