Small-diffusion asymptotics for discretely sampled stochastic differential equations

Michael Sørensen, Masayuki Uchida

34 Citationer (Scopus)
OriginalsprogEngelsk
TidsskriftBernoulli
Udgave nummer9 (6)
Sider (fra-til)1051 - 1069
ISSN1350-7265
StatusUdgivet - 2003

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