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"Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions."

Sebastian Krumscheid, Grigorios A. Pavliotis, Serafim Kalliadasis (2013)

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DOI: 10.1137/110854485

access: closed

type: Journal Article

metadata version: 2023-06-26

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  - https://dblp.org/rec/journals/mmas/KrumscheidPK13
Sebastian Krumscheid, Grigorios A. Pavliotis, Serafim Kalliadasis:
Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions. Multiscale Model. Simul. 11(2): 442-473 (2013)

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