Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M02
@@ Property / Mathematics Subject Classification ID: 62M02 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714824
@@ Property / zbMATH DE Number: 6714824 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diffusion
@@ Property / zbMATH Keywords: diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+infinitesimal operator
@@ Property / zbMATH Keywords: infinitesimal operator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+martingale
@@ Property / zbMATH Keywords: martingale / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric
@@ Property / zbMATH Keywords: nonparametric / rank @@
+Normal rank

Revision as of 08:10, 1 July 2023