An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition

DOI10.1080/02331888.2016.1259807MaRDI QIDQ5276166zbMATH OpenOpenAlexFDO

Authors Patrick Cattiaux, A. A. Pineda Centeno, Clémentine Prieur, José R. León

Publication date 14 July 2017

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2016.1259807

zbMATH Keywords

fluctuation-dissipation modelshypoelliptic diffusionvariance estimation

Mathematics Subject Classification ID

Hypoelliptic equations (35H10) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
• Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
• Explicit parametrix and local limit theorems for some degenerate diffusion processes
• Exponential and uniform ergodicity of Markov processes
• Inequalities for absolutely regular sequences: application to density estimation
• Langevin molecular dynamics derived from Ehrenfest dynamics
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Likelihood-Based Estimation of Multidimensional Langevin Models and Its Application to Biomolecular Dynamics
• Recursive estimation for stochastic damping Hamiltonian systems

Cited in

(5)

• Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate
• Towards mesoscopic ergodic theory
• Existence of periodic probability solutions to Fokker-Planck equations with applications
• Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
• scientific article; zbMATH DE number 6323308 (Why is no real title available?)

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