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07/20/2023
Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations
We develop several statistical tests of the determinant of the diffusion...
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11/21/2022
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
Surprisingly, general estimators for nonlinear continuous time models ba...
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08/12/2021
Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
We deal with the problem of parameter estimation in stochastic different...
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01/04/2021