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