1
Faculty of Statistics, Kashan University, Kashan, Iran
2
Faculty of Statistics, Payam Noor University of Shahrekord, Shahrekord, Iran
Abstract
In this article, after introducing the stochastic integral, a method for solving the refinement problem is proposed that leads to the solution of two stochastic differential equations (system and observation) from the Ito perspective. Also, by giving a few examples, applications of the refinement problem are stated such as turbulent observations resulting from stationary mixed processes and Brownian motion, estimating the population parameter, and solving a differential equation in terms of current in a circuit and oscillating electromagnetic force.
Shams, M. & Hessamian, G. R. (2019). The Refinement Problem in Stochastic Differential Equations and Its Application in Estimation. Andishe_ye Amari, 24(1), 1-11.
MLA
Shams, M., & Hessamian, G. R. "The Refinement Problem in Stochastic Differential Equations and Its Application in Estimation", Andishe_ye Amari, 24, 1, 2019, 1-11.
HARVARD
Shams M., Hessamian G. R. (2019). 'The Refinement Problem in Stochastic Differential Equations and Its Application in Estimation', Andishe_ye Amari, 24(1), pp. 1-11.
CHICAGO
M. Shams & G. R. Hessamian, "The Refinement Problem in Stochastic Differential Equations and Its Application in Estimation," Andishe_ye Amari, 24 1 (2019): 1-11,
VANCOUVER
Shams M., Hessamian G. R. The Refinement Problem in Stochastic Differential Equations and Its Application in Estimation. Andishe_ye Amari. 2019;24(1):1-11 (In Persian).
