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Stochastic dynamic models and Chebyshev splines
Authors:Ruzong Fan  Bin Zhu  Yuedong Wang
Institution:1. Biostatistics and Bioinformatics Branch, Division of Intramural Population Health Research, Eunice Kennedy Shriver National Institute of Child Health and Human Development, National Institutes of Health, Rockville, MD 20852, U.S.A.;2. Biostatistics Branch, Division of Cancer Epidemiology and Genetics, National Cancer Institute, National Institutes of Health, Rockville, MD 20850, U.S.A.;3. Department of Statistics & Applied Probability, University of California—Santa Barbara, Santa Barbara, CA 93106, U.S.A.
Abstract:
Keywords:Brownian motion  Ornstein–  Uhlenbeck process  Reproducing kernel Hilbert space  smoothing splines  stochastic differential equations  MSC 2010: Primary 60G15  secondary 60H10  60H05  62J07
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