Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients (Q4642386)

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scientific article; zbMATH DE number 6871303
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Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients
scientific article; zbMATH DE number 6871303

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    Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients (English)
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    23 May 2018
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    parameter estimation
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    mean exit time
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    stochastic differential equations
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    multiple scale dynamical system
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    elliptic regularity theory
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