Online drift estimation for jump-diffusion processes (Q1983620)
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scientific article; zbMATH DE number 7394097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Online drift estimation for jump-diffusion processes |
scientific article; zbMATH DE number 7394097 |
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Online drift estimation for jump-diffusion processes (English)
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10 September 2021
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SGDCT
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online estimation
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jump-diffusion
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extended Itô lemma
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non-local Poisson equation
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Lévy process
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