1 citations · 1 across the 3 of their papers we have counts for
3 papers
stat.ME2007
Parameter Estimation for Partially Observed Hypoelliptic Diffusions
Y. Pokern, A. M. Stuart, P. Wiberg
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation…
math-ph2007
Homogenization for Inertial Particles in a Random Flow
G. A. Pavliotis, A. M. Stuart, K. C. Zygalakis
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate a…
math-ph2005★ 1 cited
Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
G. A. Pavliotis, A. M. Stuart
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin…