This is a preview. Log in through your library . Abstract This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where ...

We propose a new concept which allows us to apply any numerical method of weak approximation to a very broad class of stochastic differential equations (SDEs) with nonglobally Lipschitz coefficients.

In this talk, I will present some recent advances in a project I have been working on during the Ph.D., namely, the reconstruction of discontinuous coefficients in a nonlinear system of PDEs and ODEs ...