Spiliopoulos, Konstantinos; Chronopoulou, Alexandra - In: Statistical Inference for Stochastic Processes 16 (2013) 3, pp. 237-266
We study the problem of parameter estimation for stochastic differential equations with small noise and fast oscillating parameters. Depending on how fast the intensity of the noise goes to zero relative to the homogenization parameter, we consider three different regimes. For each regime, we...
