Diffusion Parameter Estimation for the Homogenized Equation

2 July 2018

Papers citing "Diffusion Parameter Estimation for the Homogenized Equation"

2 / 2 papers shown

Title
Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes Pablo-Ramsés Alonso-Martín H. Boedihardjo A. Papavasiliou 28 0 0 12 Jul 2024
Maximum Likelihood Drift Estimation for Multiscale Diffusions A. Papavasiliou G. Pavliotis Andrew M. Stuart 75 65 0 19 Jun 2008