Estimation for stochastic differential equations with a small diffusion coefficient

28 Citations (Scopus)

Original language	English
Journal	Stochastic Processes and Their Applications
Volume	119
Pages (from-to)	679 - 699
Number of pages	21
ISSN	0304-4149
Publication status	Published - 2009

Cite this

@article{891568101d0f11deb43e000ea68e967b,

title = " Estimation for stochastic differential equations with a small diffusion coefficient",

author = "Michael S{\o}rensen and Arnaud Gloter",

year = "2009",

language = "English",

volume = "119",

pages = "679 -- 699",

journal = "Stochastic Processes and Their Applications",

issn = "0304-4149",

publisher = "Elsevier BV * North-Holland",

}