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Small diffusion asymptotics for discretely sampled stochastic differential equations

Author: M 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 (MaPhySto, Centre for Mathematical Physics and Stochastics), No. 5, March 2002
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Document Type: Book
All Authors / Contributors: M Sørensen; Masayuki Uchida; Aarhus Universitet. Center for Matematisk Fysik og Stokastik
OCLC Number: 464401426
Description: 26 sider
Series Title: Research report (MaPhySto, Centre for Mathematical Physics and Stochastics), No. 5, March 2002
Responsibility: Michael Sørensen and Masayuki Uchida

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