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20182021
most citedRandom time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

20 citations · 47 across the 5 of their papers we have counts for

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math.NA2020

Drift Estimation of Multiscale Diffusions Based on Filtered Data

Assyr Abdulle, Giacomo Garegnani, Grigorios A. Pavliotis +2

We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogat…