Drift Estimation of Multiscale Diffusions Based on Filtered Data

Assyr Abdulle, Giacomo Garegnani, Grigorios A. Pavliotis, Andrew M. Stuart, Andrea Zanoni. Drift Estimation of Multiscale Diffusions Based on Filtered Data. Foundations of Computational Mathematics, 23(1):33-84, February 2023. [doi]

Abstract

Abstract is missing.