Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259)
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scientific article; zbMATH DE number 7711494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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