Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations

Quentin Clairon, Adeline Samson. Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations. Comput. Stat., 37(5):2471-2491, 2022. [doi]

@article{ClaironS22,
  title = {Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations},
  author = {Quentin Clairon and Adeline Samson},
  year = {2022},
  doi = {10.1007/s00180-022-01212-9},
  url = {https://doi.org/10.1007/s00180-022-01212-9},
  researchr = {https://researchr.org/publication/ClaironS22},
  cites = {0},
  citedby = {0},
  journal = {Comput. Stat.},
  volume = {37},
  number = {5},
  pages = {2471-2491},
}