Drift Estimation of Multiscale Diffusions Based on Filtered Data (2021)
Attributed to:
Nonlocal Partial Differential Equations: entropies, gradient flows, phase transitions and applications
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s10208-021-09541-9
Publication URI: http://dx.doi.org/10.1007/s10208-021-09541-9
Type: Journal Article/Review
Parent Publication: Foundations of Computational Mathematics
Issue: 1