Andrea Zanoni

Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions pdf

Grigorios A. Pavliotis, Assyr Abdulle, Andrea Zanoni, 2021, ArXiv.

Homogenization results for the generator of multiscale Langevin dynamics in weighted Sobolev spaces

Andrea Zanoni, Andrea Zanoni, 2021, IMA Journal of Applied Mathematics.

MATHICSE Technical Report: Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale

Grigorios A. Pavliotis, Assyr Abdulle, MATHICSE-Group, 2021 .

Robust Estimation of Effective Diffusions from Multiscale Data pdf

Giacomo Garegnani, Andrea Zanoni, 2021, ArXiv.

Eigenfunction martingale estimators for interacting particle systems and their mean field limit pdf

Grigorios A. Pavliotis, Andrea Zanoni, G. Pavliotis, 2021, SIAM J. Appl. Dyn. Syst..

Drift Estimation of Multiscale Diffusions Based on Filtered Data pdf

Grigorios A. Pavliotis, Assyr Abdulle, Andrew M. Stuart, 2021, Foundations of Computational Mathematics.