机译:Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions
Ecole Polytech Fed Lausanne, Inst Math, ANMC, CH-1015 Lausanne, Switzerland;
Imperial Coll London, Dept Math, London SW7 2AZ, England;
Langevin dynamics; Diffusion process; Homogenization; Parameter estimation; Discrete observations; Eigenvalue problem; Filtering; Martingale estimators;