Numerical Analysis of Multiscale Problems
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J. Nolen, G.A. Pavliotis, and A.M. Stuart. In preparation, 2010. A. Papavasiliou, G. A. Pavliotis, and A. M. Stuart. Maximum likelihood drift estimation for multiscale diffusions. Stochastic Process. Appl., 119(10):3173–3210, 2009. G. A. Pavliotis ...