Estimation of diffusion parameters in diffusion processes and their asymptotic normality (Q3598832)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of diffusion parameters in diffusion processes and their asymptotic normality |
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Estimation of diffusion parameters in diffusion processes and their asymptotic normality (English)
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3 February 2009
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drift
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Ornstein-Uhlenbeck process
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strong solution of stochastic differential equations
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Feller's test for explosions
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Yamada-Watanabe condition, absolute continuity, consistency
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