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Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application - MaRDI portal

Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822)

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scientific article; zbMATH DE number 7038350
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Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application
scientific article; zbMATH DE number 7038350

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    Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (English)
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    19 March 2019
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    McKean-Vlasov stochastic differential equation
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    maximum likelihood estimation
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    ion diffusion
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    numerical simulation
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