Diffusion estimation from multiscale data by operator eigenpairs
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homogenizationmultiscale analysisoperator eigenpairsparameter estimationstochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Numerical solutions to stochastic differential and integral equations (65C30)
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