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Estimation of the diffusion coefficient from crossings - MaRDI portal

Estimation of the diffusion coefficient from crossings (Q1962691)

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scientific article; zbMATH DE number 1396072
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English
Estimation of the diffusion coefficient from crossings
scientific article; zbMATH DE number 1396072

    Statements

    Estimation of the diffusion coefficient from crossings (English)
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    6 March 2002
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    diffusions
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    local time
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    crossings
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    discretization
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