Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations
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Cites work
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Distribution dependent SDEs for Landau type equations
- Distribution dependent SDEs with singular coefficients
- Effective dynamics of stochastic partial differential equations
- Euler scheme for density dependent stochastic differential equations
- Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
- Existence of invariant probability measures for functional McKean-Vlasov SDEs
- Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
- Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations
- scientific article; zbMATH DE number 782641 (Why is no real title available?)
- scientific article; zbMATH DE number 1432782 (Why is no real title available?)
- Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
- Maximum likelihood drift estimation for multiscale diffusions
- Maximum likelihood estimation for small noise multiscale diffusions
- Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application
- On ergodic measures for McKean-Vlasov stochastic equations
- On ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations
- Parameter estimation for multiscale diffusions
- Parameter estimation in stochastic differential equations.
- Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations
- Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Semiparametric drift and diffusion estimation for multiscale diffusions
- Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
- Smoothing properties of McKean-Vlasov SDEs
- Stability for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
- Statistical inference for ergodic diffusion processes.
- Statistical inference for perturbed multiscale dynamical systems
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
- Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations
- Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
- Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
- Well-posedness of distribution dependent SDEs with singular drifts
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