Semiparametric drift and diffusion estimation for multiscale diffusions (Q5417551)
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scientific article; zbMATH DE number 6297627
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| English | Semiparametric drift and diffusion estimation for multiscale diffusions |
scientific article; zbMATH DE number 6297627 |
Statements
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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0.8296381235122681
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0.8254390358924866
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0.8125187158584595
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0.8038654327392578
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0.8036962747573853
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