Drift estimation of multiscale diffusions based on filtered data (Q2684461)
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scientific article; zbMATH DE number 7654468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift estimation of multiscale diffusions based on filtered data |
scientific article; zbMATH DE number 7654468 |
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Drift estimation of multiscale diffusions based on filtered data (English)
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16 February 2023
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parameter inference
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diffusion process
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data-driven homogenization
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filtering
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Bayesian inference
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Langevin equation
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