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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English | 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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