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Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data. (English) Zbl 1417.60051


MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60 Diffusion processes
62M05 Markov processes: estimation; hidden Markov models
60H30 Applications of stochastic analysis (to PDEs, etc.)
65R32 Numerical methods for inverse problems for integral equations

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References:

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