A martingale approach for testing diffusion models based on infinitesimal operator (Q737898): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2010.12.005 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2010.12.005 / rank
 
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Latest revision as of 02:33, 10 December 2024

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A martingale approach for testing diffusion models based on infinitesimal operator
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    A martingale approach for testing diffusion models based on infinitesimal operator (English)
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    12 August 2016
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    diffusion
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    Markov
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    martingale problem
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    semi-group
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    infinitesimal operator
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