ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

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Stochastic gradient descent in continuous time for drift identification in multiscale diffusions

Max Hirsch and Andrea Zanoni

ESAIM: M2AN, 58 6 (2024) 2387-2414

Published online: 04 December 2024

DOI: 10.1051/m2an/2024079

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