Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data
DOI10.1142/S0218202518500434zbMath1417.60051arXiv1409.4685OpenAlexW2963095440WikidataQ129973246 ScholiaQ129973246MaRDI QIDQ4961321
Publication date: 26 October 2018
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.4685
stabilitystochastic differential equationconvergenceconsistencyparametric inferencecoarse-grainingperturbed observation
Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Numerical methods for inverse problems for integral equations (65R32)
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