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Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations - MaRDI portal

Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations (Q6632628)

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scientific article; zbMATH DE number 7938589
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Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations
scientific article; zbMATH DE number 7938589

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    Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations (English)
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    5 November 2024
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    McKean-Vlasov stochastic differential equations
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    multi-scale system
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    maximum likelihood estimation
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