Estimation of the invariant measure of a multidimensional diffusion from noisy observations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Maillet, Raphaël, Szymanski, Grégoire
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability Methodology 62G05, 62G07, 62G20, 60J60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.12181