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Small diffusion asymptotics for discretely sampled stochastic differential equations

Author: Michael Sørensen; Masayuki Uchida; Aarhus universitet. Center for matematisk fysik og stokastik.
Publisher: Aarhus : MaPhySto, Department of Mathematical sciences, University of Aarhus, 2002.
Series: Research report / Centre for Mathematical Physics and Stochastics, no. 5, 2002
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Document Type: Book
All Authors / Contributors: Michael Sørensen; Masayuki Uchida; Aarhus universitet. Center for matematisk fysik og stokastik.
OCLC Number: 59496969
Description: [1 volume].
Series Title: Research report / Centre for Mathematical Physics and Stochastics, no. 5, 2002
Responsibility: Michael Sørensen and Masayuki Uchida.

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