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Quentin Clairon, Adeline Samson

Public reference bibliography and cataloged PDF materials authored or published by Quentin Clairon, Adeline Samson.

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Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations

Year: 2022 • Source: hal.science • Listed PDF

We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic and hypoelliptic SDEs, the latters being...