Stochastic calculus as a tool in survival analysis: A review (Q5899913): Difference between revisions

The authors point out recent applications of stochastic calculus, particularly martingale central limit theory, to the asymptotic analysis of estimators and test statistics in risk problems. They show that stochastic process theory can be accessed here by considering the associated counting process as a solution of a stochastic differential equation involving a censoring process and a martingale.