Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions (Q5417551)
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scientific article; zbMATH DE number 6297627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions |
scientific article; zbMATH DE number 6297627 |
Statements
Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions (English)
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21 May 2014
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parameter estimation
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multiscale diffusions
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stochastic differential equations
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homogenization
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coarse-graining
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effective dynamics
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