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Estimation of the drift for diffusion process - MaRDI portal

Estimation of the drift for diffusion process (Q3692662)

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English
Estimation of the drift for diffusion process
scientific article

    Statements

    title
    Estimation of the drift for diffusion process (English)
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    published in
    Statistics
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    publication date
    1985
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    zbMATH Keywords
    survey of recent results
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    drift coefficient
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    diffusion process
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    open problems
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62F10
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    62G05
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    zbMATH DE Number
    3917504
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    OpenAlex ID
    W2064395901
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