Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients

DOI10.1142/S0219493718500259zbMath1408.34043MaRDI QIDQ4642386

Xinyong Zhang, Yanjie Zhang, Hui Wang, Haokun Lin

Publication date: 23 May 2018

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

parameter estimationstochastic differential equationsmean exit timeelliptic regularity theorymultiple scale dynamical system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Ordinary differential equations and systems with randomness (34F05) Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20)

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