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Parameter estimation for multiscale diffusions: an overview
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Séminaire Européen de Statistique on “Statistics for Stochastic Differential Equations Models”, May 7-12, 2007
, Cartagena, Spain
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Multiscale modelling and inverse problems
Numerical Analysis of Multiscale Problems;
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83;
Beskos, Alexandros; Stuart, Andrew
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MCMC methods for sampling function space
Sixth International Congress on Industrial and Applied Mathematics;
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6th International Congress on Industrial and Applied Mathematics, 16-20 July 2007
, Zürich, Switzerland
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Sampling conditioned diffusions
Trends in Stochastic Analysis;
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Green’s Functions by Monte Carlo
Monte Carlo and Quasi-Monte Carlo Methods 2008;
Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, July 6-11, 2008
, Montreal, Canada
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Statistics From Computations
Foundations of Computational Mathematics;
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Stuart, A. M.
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The Mathematics of Porous Medium Combustion
Nonlinear Diffusion Equations and Their Equilibrium States II;
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13;
Nonlinear Diffusion Equations and Their Equilibrium States II, August 25-September 12, 1986
, Berkeley, CA