Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
杂录：随机微分方程组的统计估计与模拟方法
This paper proposes a new statistical method of estimation and simulation for systems of stochastic differential equations. By using this method, we can easily derive a discretised process from a system of stochastic differential equations. The discretised process is tractable enough to simulate the system and to construct the likelihood which is used to estimate the coefficients of the stochastic differential equations from discrete observation.