scientific article; zbMATH DE number 7379414
From MaRDI portal
Publication:5009794
zbMath1477.60047MaRDI QIDQ5009794
Jaime San Martín, Johanna Garzón, Soledad Torres
Publication date: 6 August 2021
Full work available at URL: http://alea.impa.br/articles/v18/18-41.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the uniqueness of solutions of stochastic differential equations with singular drifts
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
- On the constructions of the skew Brownian motion
- Weak limit theorems for stochastic integrals and stochastic differential equations
- A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors
- Asymptotic equivalence for a null recurrent diffusion
- Weak approximation of killed diffusion using Euler schemes.
- Limit distributions of some integral functionals for null-recurrent diffusions.
- Stability of regime-switching stochastic differential equations
- Multi-skewed Brownian motion and diffusion in layered media
- Nonparametric estimation of the drift coefficient in the diffusion equation
- Limit theorems for null recurrent Markov processes
- Is a Brownian Motion Skew?
- Two consistent estimators for the skew Brownian motion
This page was built for publication: