Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (Q2080286)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations |
scientific article |
Statements
Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (English)
0 references
7 October 2022
0 references
hypoelliptic diffusion
0 references
nonparametric estimation
0 references
\(\sup\)-norm adaptive estimation
0 references
stationary measure
0 references
drift estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references