Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259): Difference between revisions

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Latest revision as of 18:35, 30 December 2024

scientific article; zbMATH DE number 7711494
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Online parameter estimation for the McKean-Vlasov stochastic differential equation
scientific article; zbMATH DE number 7711494

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    Online parameter estimation for the McKean-Vlasov stochastic differential equation (English)
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    12 July 2023
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    McKean-Vlasov equation
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    maximum likelihood
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    parameter estimation
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    stochastic gradient descent
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