Estimation for stochastic damping Hamiltonian systems under partial observation. III. Diffusion term
Work
Year: 2016
Type: article
Abstract: This paper is the third part of our study started with Cattiaux, León and Prieur [Stochastic Process. Appl. 124 (2014) 1236–1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359–384]. For some ergo... more
Institutions Institut de Mathématiques de Toulouse, Université Toulouse III - Paul Sabatier, Institut National des Sciences Appliquées de Toulouse, University of the Andes
Cites: 37
Cited by: 5
Related to: 10
FWCI: 0.656
Citation percentile (by year/subfield): 61.33
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid