Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions (Q5417551)

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scientific article; zbMATH DE number 6297627
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Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions
scientific article; zbMATH DE number 6297627

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    Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions (English)
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    21 May 2014
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    parameter estimation
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    multiscale diffusions
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    stochastic differential equations
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    homogenization
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    coarse-graining
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    effective dynamics
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