Funder
National Research Foundation of Korea
National Research Foundation of Singapore
Reference49 articles.
1. Maximum likelihood estimation of discretely sampled diffusions: a closed-form approximation approach;Aït-Sahalia;Econometrica,2002
2. Cubature Kalman filters;Arasaratnam;IEEE Trans. Autom. Control,2009
3. On learning Hamiltonian systems from data;Bertalan;Chaos, Interdiscip. J. Nonlinear Sci.,2019
4. Diffusion processes depending on a small parameter;Blagoveshchenskii;Theory Probab. Appl.,1962
5. Certain properties of diffusion processes depending on a parameter;Blagoveshchenskii;Sov. Math. Dokl.,1961