STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT
Mots clés
Second-order stochastic differential equations Hypoellipticity Partial observations Strang splitting estimator Greenland ice core data Kramers oscillator
Second-order stochastic differential equations
Hypoellipticity
Partial observations
Strang splitting estimator
Greenland ice core data
Kramers oscillator
Domaines
Mathématiques [math]Origine | Fichiers produits par l'(les) auteur(s) |
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