Error Estimation on Projective Integration of Expensive Multiscale Stochastic Simulation

DOI10.1142/9789811200359_0011zbMath1498.60206OpenAlexW2945036815MaRDI QIDQ5038247

Xiao-Peng Chen, Anthony Roberts

Publication date: 30 September 2022

Published in: Stochastic PDEs and Modelling of Multiscale Complex System (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811200359_0011

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes

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