http://www.functionpointmodeler.com/forum/forums/show/7.page JForum - http://www.jforum.net
I am trying to estimate the parameter 'a' and 'b' in this continuous pde where x is known for all time.

dx=-a(x+b)dt + dW

where W is a brownian motion with zero mean and known variance.

]]> http://www.functionpointmodeler.com/forum/posts/preList/46/130.page http://www.functionpointmodeler.com/forum/posts/preList/46/130.page GMT