Parameter inference for degenerate diffusion processes (Q6570500)

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scientific article; zbMATH DE number 7879397
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Parameter inference for degenerate diffusion processes
scientific article; zbMATH DE number 7879397

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    Parameter inference for degenerate diffusion processes (English)
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    10 July 2024
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    stochastic differential equation
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    hypo-elliptic diffusion
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    parameter inference
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    Hörmander's condition
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    partial observations
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    generalised Langevin equation
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