DETERMINISTIC METHODOLOGY FOR COMPARISON OF NESTED STOCHASTIC MODELS

TitleDETERMINISTIC METHODOLOGY FOR COMPARISON OF NESTED STOCHASTIC MODELS
Publication TypeJournal Article
Year of Publication2017
AuthorsBANKS, HT, JOYNER, MICHELEL
Secondary TitleCommunications in Applied Analysis
Volume21
Issue1
Start Page15
Pagination50
Date Published01/2017
Type of Workscientific: mathematics
ISSN1083-2564
AMS37H10, 37L55, 93E03, 94A30
Abstract

We consider model comparison techniques for three different classes of stochastic models: continuous time Markov chains (CTMC), stochastic differential equations (SDE), and random differential equations (RDE). For nested models, we extend the statistically-based ideas and techniques developed earlier by Banks and Fitzpatrick [4] for deterministic differential equation models to these three types of stochastic systems. We illustrate the ideas in the context of examples with simulated data and then apply the ideas to inverse problems for growth data from algae experiments.
URLhttp://www.acadsol.eu/en/articles/21/1/5.pdf
DOI10.12732/caa.v21i1.5
Short TitleCOMPARISON OF NESTED STOCHASTIC MODELS
Alternate JournalCAA
Refereed DesignationRefereed
Full Text

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