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]
@article{AbdulleGPSZ23,
title = {Drift Estimation of Multiscale Diffusions Based on Filtered Data},
author = {Assyr Abdulle and Giacomo Garegnani and Grigorios A. Pavliotis and Andrew M. Stuart and Andrea Zanoni},
year = {2023},
month = {February},
doi = {10.1007/s10208-021-09541-9},
url = {https://doi.org/10.1007/s10208-021-09541-9},
researchr = {https://researchr.org/publication/AbdulleGPSZ23},
cites = {0},
citedby = {0},
journal = {Foundations of Computational Mathematics},
volume = {23},
number = {1},
pages = {33-84},
}