Online parameter estimation for the McKean–Vlasov stochastic differential equation

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https://doi.org/10.1016/j.spa.2023.05.002
Final published version
Available under license: CC BY: Creative Commons Attribution 4.0 International License

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

<mark>Journal publication date</mark>	31/08/2023
<mark>Journal</mark>	Stochastic Processes and their Applications
Volume	162
Number of pages	66
Pages (from-to)	481-546
Publication Status	Published
Early online date	29/05/23
<mark>Original language</mark>	English

Research