Online parameter estimation for the McKean–Vlasov stochastic differential equation

Louis Sharrock^*, Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis

^*Corresponding author for this work

Research output: Contribution to journal › Article (Academic Journal) › peer-review

22 Citations (Scopus)

Original language	English
Pages (from-to)	481-546
Number of pages	66
Journal	Stochastic Processes and their Applications
Volume	162
Early online date	3 May 2023
DOIs	https://doi.org/10.1016/j.spa.2023.05.002
Publication status	Published - 1 Aug 2023

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title = "Online parameter estimation for the McKean–Vlasov stochastic differential equation",

author = "Louis Sharrock and Nikolas Kantas and Panos Parpas and Pavliotis, \{Grigorios A.\}",

year = "2023",

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language = "English",

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journal = "Stochastic Processes and their Applications",

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T1 - Online parameter estimation for the McKean–Vlasov stochastic differential equation

AU - Sharrock, Louis

AU - Kantas, Nikolas

AU - Parpas, Panos

AU - Pavliotis, Grigorios A.

PY - 2023/8/1

Y1 - 2023/8/1

U2 - 10.1016/j.spa.2023.05.002

DO - 10.1016/j.spa.2023.05.002

M3 - Article (Academic Journal)

SN - 0304-4149

VL - 162

SP - 481

EP - 546

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

ER -