STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT

Bibliographic Details
Main Authors: Pilipovic, Predrag, Samson, Adeline, Ditlevsen, Susanne
Other Authors: Université Grenoble Alpes (UGA)
Format: Report
Language:English
Published: HAL CCSD 2024
Subjects:
Second-order stochastic differential equations Hypoellipticity Partial observations Strang splitting estimator Greenland ice core data Kramers oscillator
Second-order stochastic differential equations
Hypoellipticity
Partial observations
Strang splitting estimator
Greenland ice core data
Kramers oscillator
[MATH]Mathematics [math]
Greenland
Greenland ice core
ice core
Online Access:https://hal.science/hal-04600139
https://hal.science/hal-04600139/document
https://hal.science/hal-04600139/file/2405.03606v1.pdf
id ftunigrenoble:oai:HAL:hal-04600139v1
record_format openpolar
spelling ftunigrenoble:oai:HAL:hal-04600139v1 2024-06-23T07:53:08+00:00 STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT Pilipovic, Predrag Samson, Adeline Ditlevsen, Susanne Université Grenoble Alpes (UGA) 2024-06-04 https://hal.science/hal-04600139 https://hal.science/hal-04600139/document https://hal.science/hal-04600139/file/2405.03606v1.pdf en eng HAL CCSD info:eu-repo/semantics/altIdentifier/arxiv/2405.03606 hal-04600139 https://hal.science/hal-04600139 https://hal.science/hal-04600139/document https://hal.science/hal-04600139/file/2405.03606v1.pdf ARXIV: 2405.03606 info:eu-repo/semantics/OpenAccess https://hal.science/hal-04600139 2024 Second-order stochastic differential equations Hypoellipticity Partial observations Strang splitting estimator Greenland ice core data Kramers oscillator Second-order stochastic differential equations Hypoellipticity Partial observations Strang splitting estimator Greenland ice core data Kramers oscillator [MATH]Mathematics [math] info:eu-repo/semantics/preprint Preprints, Working Papers, . 2024 ftunigrenoble 2024-06-11T14:18:05Z Report Greenland Greenland ice core ice core Université Grenoble Alpes: HAL Greenland
institution Open Polar
collection Université Grenoble Alpes: HAL
op_collection_id ftunigrenoble
language English
topic Second-order stochastic differential equations Hypoellipticity Partial observations Strang splitting estimator Greenland ice core data Kramers oscillator
Second-order stochastic differential equations
Hypoellipticity
Partial observations
Strang splitting estimator
Greenland ice core data
Kramers oscillator
[MATH]Mathematics [math]
spellingShingle Second-order stochastic differential equations Hypoellipticity Partial observations Strang splitting estimator Greenland ice core data Kramers oscillator
Second-order stochastic differential equations
Hypoellipticity
Partial observations
Strang splitting estimator
Greenland ice core data
Kramers oscillator
[MATH]Mathematics [math]
Pilipovic, Predrag
Samson, Adeline
Ditlevsen, Susanne
STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT
topic_facet Second-order stochastic differential equations Hypoellipticity Partial observations Strang splitting estimator Greenland ice core data Kramers oscillator
Second-order stochastic differential equations
Hypoellipticity
Partial observations
Strang splitting estimator
Greenland ice core data
Kramers oscillator
[MATH]Mathematics [math]
author2 Université Grenoble Alpes (UGA)
format Report
author Pilipovic, Predrag
Samson, Adeline
Ditlevsen, Susanne
author_facet Pilipovic, Predrag
Samson, Adeline
Ditlevsen, Susanne
author_sort Pilipovic, Predrag
title STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT
title_short STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT
title_full STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT
title_fullStr STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT
title_full_unstemmed STRANG SPLITTING FOR PARAMETRIC INFERENCE IN SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS A PREPRINT
title_sort strang splitting for parametric inference in second-order stochastic differential equations a preprint
publisher HAL CCSD
publishDate 2024
url https://hal.science/hal-04600139
https://hal.science/hal-04600139/document
https://hal.science/hal-04600139/file/2405.03606v1.pdf
geographic Greenland
geographic_facet Greenland
genre Greenland
Greenland ice core
ice core
genre_facet Greenland
Greenland ice core
ice core
op_source https://hal.science/hal-04600139
2024
op_relation info:eu-repo/semantics/altIdentifier/arxiv/2405.03606
hal-04600139
https://hal.science/hal-04600139
https://hal.science/hal-04600139/document
https://hal.science/hal-04600139/file/2405.03606v1.pdf
ARXIV: 2405.03606
op_rights info:eu-repo/semantics/OpenAccess
_version_ 1802644644245274624

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