Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients
DOI10.1142/S0219493718500259zbMath1408.34043MaRDI QIDQ4642386
Xinyong Zhang, Yanjie Zhang, Hui Wang, Haokun Lin
Publication date: 23 May 2018
Published in: Stochastics and Dynamics (Search for Journal in Brave)
parameter estimationstochastic differential equationsmean exit timeelliptic regularity theorymultiple scale dynamical system
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Ordinary differential equations and systems with randomness (34F05) Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20)
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