Uniform Decay and Equicontinuity for Normalized, Parameter Dependent, ITO Integrals

DOI10.1080/17442509308833825zbMath0811.60043OpenAlexW2067550027MaRDI QIDQ4311570

David Levanony, Adam Schwartz, Ofer Zeitouni

Publication date: 2 May 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833825

zbMATH Keywords

random fieldequicontinuitymaximum likelihood estimation problemparameter dependent martingale

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cites Work

• Unnamed Item
• Recursive identification in continuous-time stochastic processes
• Quasi-likelihood estimation for semimartingales
• Parameter estimation in continuous-time stochastic processes

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