Imperial College London

Professor Grigorios A. Pavliotis

Faculty of Natural SciencesDepartment of Mathematics

Professor of Applied Mathematics
 
 
 
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Contact

 

+44 (0)20 7594 8564g.pavliotis Website

 
 
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Location

 

736aHuxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Papavasiliou:2009:10.1016/j.spa.2009.05.003,
author = {Papavasiliou, A and Pavliotis, GA and Stuart, AM},
doi = {10.1016/j.spa.2009.05.003},
journal = {STOCHASTIC PROCESSES AND THEIR APPLICATIONS},
pages = {3173--3210},
title = {Maximum likelihood drift estimation for multiscale diffusions},
url = {http://dx.doi.org/10.1016/j.spa.2009.05.003},
volume = {119},
year = {2009}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Papavasiliou,A
AU - Pavliotis,GA
AU - Stuart,AM
DO - 10.1016/j.spa.2009.05.003
EP - 3210
PY - 2009///
SN - 0304-4149
SP - 3173
TI - Maximum likelihood drift estimation for multiscale diffusions
T2 - STOCHASTIC PROCESSES AND THEIR APPLICATIONS
UR - http://dx.doi.org/10.1016/j.spa.2009.05.003
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000270637500005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL - 119
ER -