Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations

DOI10.3150/24-bej1750MaRDI QIDQ6632628

Jianyong Mu, Jie Xu, Qiao Zheng

Publication date: 5 November 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationMcKean-Vlasov stochastic differential equationsmulti-scale system

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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