Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (Q2239268)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations |
scientific article |
Statements
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (English)
0 references
3 November 2021
0 references
nonlinear diffusion processes
0 references
McKean-Vlasov stochastic differential equation
0 references
small noise
0 references
asymptotic properties
0 references
parametric inference
0 references
approximate likelihood
0 references
0 references
0 references
0 references
0 references
