Parameter estimation for multiscale diffusions
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Publication:2370014
DOI10.1007/s10955-007-9300-6zbMath1137.82016arXivmath/0603668OpenAlexW3099404592MaRDI QIDQ2370014
Andrew M. Stuart, Grigorios A. Pavliotis
Publication date: 21 June 2007
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0603668
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical solutions to stochastic differential and integral equations (65C30)
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