AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with discrete parameter which are asymptotically given by stochastic difference equations. We use martingale methods and improve on the previous results in the literature
98 p. ; ill. ; 30 cmThe differential calculation gives a setting in the notion of ordinary differen...
A nonparametric statistical model of small diffusion type is compared with its discretization by a s...
A review is given of parametric estimation methods for discretely sampled mul- tivariate diffusion p...
In this paper, we consider the diffusion approximations of some stochastic processes with discrete p...
The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the p...
AbstractIn this paper we show an approximation diffusion theorem for a stochastic integral equation ...
We consider a model of small diffusion type where the function which governs the drift term varies i...
It is well-known that under suitable conditions there exists a unique solution of a ddimensional lin...
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
AbstractConvergence of stochastic processes with jumps to diffusion processes is investigated in the...
We consider a model of small diffusion type where the function which governs the drift term varies i...
AbstractThe paper treats approximations to stochastic differential equations with both a diffusion a...
Stochastic models in population genetics leading to diffusion equations are considered. When th...
98 p. ; ill. ; 30 cmThe differential calculation gives a setting in the notion of ordinary differen...
A nonparametric statistical model of small diffusion type is compared with its discretization by a s...
A review is given of parametric estimation methods for discretely sampled mul- tivariate diffusion p...
In this paper, we consider the diffusion approximations of some stochastic processes with discrete p...
The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the p...
AbstractIn this paper we show an approximation diffusion theorem for a stochastic integral equation ...
We consider a model of small diffusion type where the function which governs the drift term varies i...
It is well-known that under suitable conditions there exists a unique solution of a ddimensional lin...
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
AbstractConvergence of stochastic processes with jumps to diffusion processes is investigated in the...
We consider a model of small diffusion type where the function which governs the drift term varies i...
AbstractThe paper treats approximations to stochastic differential equations with both a diffusion a...
Stochastic models in population genetics leading to diffusion equations are considered. When th...
98 p. ; ill. ; 30 cmThe differential calculation gives a setting in the notion of ordinary differen...
A nonparametric statistical model of small diffusion type is compared with its discretization by a s...
A review is given of parametric estimation methods for discretely sampled mul- tivariate diffusion p...
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