ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4460412): Difference between revisions

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Latest revision as of 16:48, 6 June 2024

scientific article; zbMATH DE number 2065726
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English
ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
scientific article; zbMATH DE number 2065726

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    ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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    18 May 2004
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    Asymptotic efficiency
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    maximum likelihood estimator
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    local asymptotic normality
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    stochastic stability
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