Stochastic gradient descent in continuous time for drift identification in multiscale diffusions (Q6667317)
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scientific article; zbMATH DE number 7971359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic gradient descent in continuous time for drift identification in multiscale diffusions |
scientific article; zbMATH DE number 7971359 |
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Stochastic gradient descent in continuous time for drift identification in multiscale diffusions (English)
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20 January 2025
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Langevin stochastic differential equations
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filtered data
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homogenization
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multiscale diffusions
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parameter estimation
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stochastic gradient descent
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