Matlab Code to estimate parameters in a stochastic differential equations (SDE) using Fokker-Planck Equation.
$30-250 USD
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I want a matlab code to estimate parameters in a stochastic differential equation using Fokker-Planck equations. The matlab code should be robust to handle all kinds of Ito process with drift term and diffusion term. Also the estimation should be accurate. The code has to apply Fokker-Planck equation not some other numerical methods. You can simulate some data given some values of parameters and then use the code to check the accuracy.
This is a very professional project, and experience with all those related knowledge of SDE, Fokker-Planck equation, MLE, boundary conditions of Fokker-Planck, etc is needed.
ID Projekti: #15416991
Rreth projektit
6 profesionistë freelancer dërguan një ofertë mesatare prej $150 për këtë punë
Hello – I am having a PhD in engineering from a top university and have 15 years’ experience in Matlab simulations and done work in the area of SDE and Fokker Planck equation. Relevant Skills and Experience I am highl Më shumë
About me: Graduated from statistic department in faculty of economic & politic science, Cairo University. Sub-specialized in social science computing Cum. Grade: Good Graduation project grade: Excellent. How can I Më shumë
