Small-diffusion asymptotics for discretely sampled stochastic differential equations

Michael Sørensen, Masayuki Uchida

34 Citations (Scopus)
Original languageEnglish
JournalBernoulli
Issue number9 (6)
Pages (from-to)1051 - 1069
ISSN1350-7265
Publication statusPublished - 2003

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