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.

Item Type:

Journal Article

Journal or Publication Title:

Stochastic Processes and their Applications

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2611

Subjects:

?? mckean–vlasov equationmaximum likelihoodparameter estimationstochastic gradient descentmodelling and simulationapplied mathematicsstatistics and probability ??

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:

15 Jul 2024 23:53

URI:

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