Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates
Attributed to:
Parameter Estimation for Rough Differential Equations with Applications to Multiscale Modelling
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/978-3-642-15358-7_8
Publication URI: http://dx.doi.org/10.1007/978-3-642-15358-7_8
Type: Book Chapter
Book Title: Stochastic Analysis 2010 (2011)
Page Reference: 169-190