A consistent and asymptotically efficient Strang splitting estimator is introduced for nonlinear SDEs with Pearson multiplicative noise, along with the new Student Kramers oscillator model, validated on simulations and Greenland ice core data.
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Strang splitting estimator for nonlinear multivariate stochastic differential equations with Pearson-type multiplicative noise
A consistent and asymptotically efficient Strang splitting estimator is introduced for nonlinear SDEs with Pearson multiplicative noise, along with the new Student Kramers oscillator model, validated on simulations and Greenland ice core data.