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Publication:2757198
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zbMath0985.62008MaRDI QIDQ2757198

Wolfgang Stummer

Publication date: 21 May 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak solutionsI-divergenceKhasminskii's lemma


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Statistical aspects of information-theoretic topics (62B10) Martingales and classical analysis (60G46) Markov processes: hypothesis testing (62M02)


Related Items (2)

Optimal statistical decisions about some alternative financial models ⋮ Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence







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