Adjoint-based calibration of nonlinear stochastic differential equations (Q6642493)
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scientific article; zbMATH DE number 7948508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjoint-based calibration of nonlinear stochastic differential equations |
scientific article; zbMATH DE number 7948508 |
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Adjoint-based calibration of nonlinear stochastic differential equations (English)
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24 November 2024
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optimization of SDEs
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first-order optimality conditions
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Monte Carlo methods
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stochastic gradient methods
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Ornstein-Uhlenbeck model
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stochastic Prandtl-Tomlinson equations
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