Online drift estimation for jump-diffusion processes
type: Item
instance of: scholarly article
title: Online drift estimation for jump-diffusion processes
zbMATH Open document ID: 1475.60160
DOI: 10.3150/20-BEJ1319
author: Theerawat Bhudisaksang
author: Álvaro Cartea
published in: Bernoulli
publication date: 2021-09-10T00:00:00Z
Mathematics Subject Classification ID: 60J76
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 7394097
zbMATH Keywords: SGDCT
zbMATH Keywords: online estimation
zbMATH Keywords: jump-diffusion
zbMATH Keywords: extended Itô lemma
zbMATH Keywords: non-local Poisson equation
zbMATH Keywords: Lévy process
MaRDI profile type: Publication
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full work available at URL: 20-bej1319
OpenAlex ID: W3194113352
description: scientific article; zbMATH DE number 7394097