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"Drift Estimation of Multiscale Diffusions Based on Filtered Data."

Assyr Abdulle et al. (2023)

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DOI: 10.1007/S10208-021-09541-9

access: open

type: Journal Article

metadata version: 2023-03-21

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  - journals/focm/AbdulleGPSZ23
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  - https://dblp.org/rec/journals/focm/AbdulleGPSZ23
Assyr Abdulle, Giacomo Garegnani, Grigorios A. Pavliotis, Andrew M. Stuart, Andrea Zanoni:
Drift Estimation of Multiscale Diffusions Based on Filtered Data. Found. Comput. Math. 23(1): 33-84 (2023)

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