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}, }