Drift Estimation of Multiscale Diffusions Based on Filtered Data
From MaRDI portal
Publication:6350058
DOI10.1007/s10208-021-09541-9zbMath1534.62124arXiv2009.13457MaRDI QIDQ6350058
Assyr Abdulle, Giacomo Garegnani, Grigorios A. Pavliotis, Andrea Zanoni, Andrew M. Stuart
Publication date: 28 September 2020
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Homogenization and oscillations in dynamical problems of solid mechanics (74Q10)
This page was built for publication: Drift Estimation of Multiscale Diffusions Based on Filtered Data
