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
