文章基本信息

标题：Ergodicity of stochastic smoking model and parameter estimation
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作者：Xuekang Zhang ; Zhenzhong Zhang ; Jinying Tong 等
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2016
卷号：2016
期号：1
页码：274
DOI：10.1186/s13662-016-0997-x
语种：English
出版社：Hindawi Publishing Corporation
摘要：In this paper, we first propose a stochastic smoking model driven by Brownian motion based on a deterministic smoking model. We show that when the coefficients of the noise are small, the smoking model is ergodic. We then estimate the drift coefficients of stochastic smoking model by a least squares estimation and the ergodic theory on the stationary distribution. Finally, we develop a new approach to estimating the diffusion coefficients. Computer simulations will be used to illustrate our theory.
关键词：stochastic smoking model ; stationary distribution ; least squares estimation ; ergodic theory ; quadratic variation