Truncated dynamics and estimation of diffusion equations (Q5939357)

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scientific article; zbMATH DE number 1625738
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Truncated dynamics and estimation of diffusion equations
scientific article; zbMATH DE number 1625738

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    Truncated dynamics and estimation of diffusion equations (English)
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    5 December 2001
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    truncation
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    sieve method
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    infinitesimal generator
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    high-frequency data
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    extreme risks
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