Predicting integrals of diffusion processes with unknown diffusion parameters
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Publication:4955495
DOI10.1080/17442500008834242zbMath1054.62106OpenAlexW2050728198MaRDI QIDQ4955495
Publication date: 2000
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500008834242
Inference from stochastic processes and prediction (62M20) Rate of convergence, degree of approximation (41A25)
Uses Software
Cites Work
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