Spectral methods for identifying scalar diffusions (Q1298435)

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scientific article
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Spectral methods for identifying scalar diffusions
scientific article

    Statements

    title
    Spectral methods for identifying scalar diffusions (English)
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    author
    Lars Peter Hansen
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    Nizar Touzi
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    publication date
    19 June 2001
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    zbMATH Keywords
    identification
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    embeddability
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    continuous-time models
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    finance
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    spectral decomposition
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    diffusion
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    Identifiers

    Mathematics Subject Classification ID
    62M99
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    60J70
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    62G99
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    62P05
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    47N30
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    zbMATH DE Number
    1326118
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    Wikidata QID
    Q127725618
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