Online parameter estimation for the McKean–Vlasov stochastic differential equation

Sharrock, L. and Kantas, N. and Parpas, P. and Pavliotis, G.A. (2023) Online parameter estimation for the McKean–Vlasov stochastic differential equation. Stochastic Processes and their Applications, 162. pp. 481-546. ISSN 0304-4149

Full text not available from this repository.

Official URL: https://doi.org/10.1016/j.spa.2023.05.002

Item Type:

Journal Article

Journal or Publication Title:

Stochastic Processes and their Applications

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2613

Subjects:

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

196097

Deposited By:

ep_importer_pure

Deposited On:

15 Jun 2023 14:25

Refereed?:

Yes

Published?:

Published

Last Modified:

17 Sep 2023 03:27

URI:

https://eprints.lancs.ac.uk/id/eprint/196097