Estimation for stochastic damping Hamiltonian systems under partial observation. III. Diffusion term

Patrick Cattiaux, José R. León, Clémentine Prieur

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…