Abstract
The problem of estimating diffusion coefficients has been considered extensively in both discrete and continuous time. We consider here an approach based on counting occupation numbers of diffusing particles. The problem, and our approach, are motivated by statistical mechanics.
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Bingham, N., Dunham, B. Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited. Annals of the Institute of Statistical Mathematics 49, 667–679 (1997). https://doi.org/10.1023/A:1003214209227
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DOI: https://doi.org/10.1023/A:1003214209227