A method of moments estimator for interacting particle systems and their mean field limit
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Publication:6554967
DOI10.1137/22m153848xzbMath1541.35485MaRDI QIDQ6554967
Grigorios A. Pavliotis, Andrea Zanoni
Publication date: 13 June 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30) Vlasov equations (35Q83) PDEs in connection with mechanics of particles and systems of particles (35Q70) Fokker-Planck equations (35Q84)
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Cites Work
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