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math.ST2008
Maximum Likelihood Drift Estimation for Multiscale Diffusions
A. Papavasiliou, G. A. Pavliotis, A. M. Stuart
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/d…
cond-mat.stat-mech2008
Diffusive Transport in Periodic Potentials: Underdamped Dynamics
G. A. Pavliotis, A. Vogiannou
In this paper we present a systematic and rigorous method for calculating the diffusion tensor for a Brownian particle moving in a periodic potential which is valid in arbitrary di…