SOME LIMITING RESULTS OF REFLECTED ORNSTEIN-UHLENBECK PROCESSES WITH TWO-SIDED BARRIERS

DOI10.4134/BKMS.B160198zbMath1372.60040OpenAlexW2618514815MaRDI QIDQ5357917

Chenglian Zhu

Publication date: 18 September 2017

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/bkms.b160198

zbMATH Keywords

maximum likelihood estimationlimit theoremsreflected Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Diffusion processes (60J60) Local time and additive functionals (60J55)

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