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An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient - MaRDI portal

An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient (Q3816869)

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An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient
scientific article

    Statements

    title
    An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient (English)
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    publication date
    1988
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    zbMATH Keywords
    nondifferentiable drift coefficient
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    diffusion process
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    author
    Yury A. Kutoyants
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    Identifiers

    DOI
    10.1137/1133024
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    zbMATH DE Number
    4088777
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    OpenAlex ID
    W2068053963
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