%0 Journal Article
%T Estimation of parameters in stochastic differential equations with two random effects
%A Mohammed Alsukaini
%A Walaa Alkreemawi
%A Xiang-Jun Wang
%J -
%D 2016
%R 10.14419/ijamr.v5i2.5996
%X In this paper we investigate consistency and asymptotic normality of the posterior distribution of the parameters in the stochastic differential equations (SDE¡¯s) with diffusion coefficients depending nonlinearly on a random variables and (the random effects).The distributions of the random effects and depends on unknown parameters which are to be estimated from the continuous observations of the independent processes . We propose the Gaussian distribution for the random effect and the exponential distribution for the random effect , we obtained an explicit formula for the likelihood function and find the estimators of the unknown parameters in the random effects.
%U https://www.sciencepubco.com/index.php/ijamr/article/view/5996