Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Drift parameter estimation in stochastic differential equation with
  multiplicative stochastic volatility   We consider a stochastic differential equation of the form \[dX_t=\theta
a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative
stochastic volatility, where $Y$ is some adapted stochastic process. We prove
existence--uniqueness results for weak and strong solutions of this equation
under various conditions on the process $Y$ and the coefficients $a$,
$\sigma_1$, and $\sigma_2$. Also, we study the strong consistency of the
maximum likelihood estimator for the unknown parameter $\theta$. We suppose
that $Y$ is in turn a solution of some diffusion SDE. Several examples of the
main equation and of the process $Y$ are provided supplying the strong
consistency.

26
The categories of this paper are: bayes-an
22
The categories of this paper are: chao-dyn
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
14
The categories of this paper are: math-ph
34
The categories of this paper are: chem-ph
31
The categories of this paper are: ao-sci
16
The categories of this paper are: stat
28
The categories of this paper are: alg-geom
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The categories of this paper are: supr-con
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The categories of this paper are: q-alg
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The categories of this paper are: dg-ga
23
The categories of this paper are: solv-int
1
The categories of this paper are: cs
27
The categories of this paper are: comp-gas
10
The categories of this paper are: q-bio