Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
type: Item
instance of: scholarly article
title: Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
zbMATH Open document ID: 1343.62047
DOI: 10.1214/15-AAP1126
author: Patrick Cattiaux
author: Clémentine Prieur
author: José R. León
published in: The Annals of Applied Probability
publication date: 2016-08-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1606.06934
full work available at URL: https://projecteuclid.org/euclid.aoap/1465905012
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62G07
zbMATH DE Number: 6618835
zbMATH Keywords: hypoelliptic diffusion
zbMATH Keywords: variance estimation
zbMATH Keywords: fluctuation-dissipation models
MaRDI profile type: Publication
arXiv ID: 1606.06934
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OpenAlex ID: W3098494055
description: scientific article; zbMATH DE number 6618835