Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321)

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scientific article; zbMATH DE number 6967001
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Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data
scientific article; zbMATH DE number 6967001

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    Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (English)
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    26 October 2018
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    stochastic differential equation
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    parametric inference
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    perturbed observation
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    convergence
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    consistency
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    stability
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    coarse-graining
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